A new quasi-Newton method based on adjoint Broyden updates for symmetric nonlinear equations (Q2835293)
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scientific article; zbMATH DE number 6658989
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| English | A new quasi-Newton method based on adjoint Broyden updates for symmetric nonlinear equations |
scientific article; zbMATH DE number 6658989 |
Statements
2 December 2016
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adjoint Broyden update
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quasi-Newton method
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symmetric nonlinear equations
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global convergence
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superlinear convergence
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automatic differentiation
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Broyden-Fletcher-Goldfarb-Shanno method
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0.90597063
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0.89860743
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0.88125116
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0.87953085
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0.8785441
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0.8760861
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A new quasi-Newton method based on adjoint Broyden updates for symmetric nonlinear equations (English)
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A new rank two quasi-Newton method based on adjoint Broyden updates for solving symmetric nonlinear equations is presented. The required Jacobian-vector products can be obtained efficiently using automatic differentiation. The new quasi-Newton method possesses some favorable properties, which are shared by the Broyden-Fletcher-Goldfarb-Shanno method. Under suitable conditions, the global and superlinear convergence are established.
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