On superlinear convergence of quasi-Newton methods for nonsmooth equations

DOI10.1016/S0167-6377(97)00012-6MaRDI QIDQ1362530zbMATH OpenOpenAlexWikidataFDO

Authors Liqun Qi

Publication date 16 August 1998

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-6377(97)00012-6

zbMATH Keywords

superlinear convergencequasi-Newton methodsstrong differentiabilityBroyden methodnonsmoothh equations

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10)

Recommendations

• Superlinear convergence of smoothing quasi-Newton methods for nonsmooth equations
• Quasi-Newton methods for solving nonsmooth equations: generalized Dennis-Moré theorem and Broyden's update
• A quasi-Newton method for non-smooth equations
• Local convergence of quasi-Newton methods for B-differentiable equations
• Quasi-newton methods for monlinear equations and unconstrained optimization problems

Cites work

• scientific article; zbMATH DE number 3928227 (Why is no real title available?)
• scientific article; zbMATH DE number 3724209 (Why is no real title available?)
• scientific article; zbMATH DE number 50640 (Why is no real title available?)
• scientific article; zbMATH DE number 1552028 (Why is no real title available?)
• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
• A family of variable metric proximal methods
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Convergence of the BFGS Method for $LC^1 $ Convex Constrained Optimization
• Local convergence of quasi-Newton methods for B-differentiable equations
• Local structure of feasible sets in nonlinear programming, Part III: Stability and sensitivity
• Newton's Method for B-Differentiable Equations
• Nonsmooth Equations: Motivation and Algorithms
• On concepts of directional differentiability
• Proximal quasi-Newton methods for nondifferentiable convex optimization

Cited in

(19)

• On the Characterization of q-Superlinear Convergence of Quasi-Newton Methods for Constrained Optimization
• Local convergence of quasi-Newton methods under metric regularity
• Convergence Rates of Quasi-Newton Algorithms for Some Nonsmooth Optimization Problems
• Time-stepping for three-dimensional rigid body dynamics
• Non-asymptotic superlinear convergence of standard quasi-Newton methods
• A primal-dual algorithm for minimizing a sum of Euclidean norms
• Superlinear/quadratic one-step smoothing Newton method for \(P_0\)-NCP
• Quasi-Newton methods: superlinear convergence without line searches for self-concordant functions
• scientific article; zbMATH DE number 1329062 (Why is no real title available?)
• Local convergence of quasi-Newton methods for B-differentiable equations
• scientific article; zbMATH DE number 7499215 (Why is no real title available?)
• The superlinear convergence of a new quasi-Newton-SQP method for constrained optimization
• A Newton collocation method for solving dynamic bargaining games
• Superlinear convergence of Broyden's method and BFGS algorithm using Kantorovich-type assumptions
• On two conjectures about Dennis-Moré conditions
• Superlinear convergence of a Newton-type algorithm for monotone equations
• Quasi-Newton methods for solving nonsmooth equations: generalized Dennis-Moré theorem and Broyden's update
• Superlinear convergence of smoothing quasi-Newton methods for nonsmooth equations
• A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization

This page was built for publication: On superlinear convergence of quasi-Newton methods for nonsmooth equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1362530)