Superlinear convergence of Broyden's method and BFGS algorithm using Kantorovich-type assumptions

DOI10.1016/J.CAM.2020.113204MaRDI QIDQ2222152zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 3 February 2021

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2020.113204

zbMATH Keywords

unconstrained optimizationquasi-Newton methodBFGSnonlinear algebraic equationsBroyden

Mathematics Subject Classification ID

Methods of quasi-Newton type (90C53) Numerical computation of solutions to systems of equations (65H10)

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Cites work

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• Inexact Newton Methods
• Kantorovich-type convergence criterion for inexact Newton methods
• Linear and nonlinear functional analysis with applications. With 401 problems and 52 figures
• Local Convergence of Inexact Newton Methods
• Nonsmooth optimization via quasi-Newton methods
• On the Convergence of Broyden's Method for Nonlinear Systems of Equations
• Quasi-Newton Methods, Motivation and Theory
• Smale's \(\alpha \)-theory for inexact Newton methods under the \(\gamma \)-condition
• Sparse quasi-Newton updates with positive definite matrix completion
• Superlinear convergence of nonlinear conjugate gradient method and scaled memoryless BFGS method based on assumptions about the initial point

Cited in

(7)

• Superlinear convergence of nonlinear conjugate gradient method and scaled memoryless BFGS method based on assumptions about the initial point
• Greedy PSB methods with explicit superlinear convergence
• The “global” convergence of Broyden-like methods with suitable line search
• On the order of convergence of Broyden's method. Faster convergence on mixed linear-nonlinear systems of equations and a conjecture on the q-order
• scientific article; zbMATH DE number 6313100 (Why is no real title available?)
• On the superlinear convergence of the variable metric proximal point algorithm using Broyden and BFGS matrix secant updating
• Superlinear convergence of a class of \(\theta\)-bounded rank-one update methods

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