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

DOI10.1016/J.CAM.2020.113204zbMATH Open1469.65095OpenAlexW3087515199WikidataQ114672450 ScholiaQ114672450MaRDI QIDQ2222152FDOQ2222152

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

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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)

Cites Work

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• Kantorovich-type convergence criterion for inexact Newton methods
• On the Convergence of Broyden's Method for Nonlinear Systems of Equations
• Smale's \(\alpha \)-theory for inexact Newton methods under the \(\gamma \)-condition
• Finding zeros of analytic functions: \(\alpha\)-theory for secant type methods
• Sparse quasi-Newton updates with positive definite matrix completion
• Broyden’s Method for a Class of Problems Having Singular Jacobian at the Root
• 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 a class of \(\theta\)-bounded rank-one update methods
• Superlinear convergence of nonlinear conjugate gradient method and scaled memoryless BFGS method based on assumptions about the initial point
• 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
• The “global” convergence of Broyden-like methods with suitable line search
• Greedy PSB methods with explicit superlinear convergence
• On the superlinear convergence of the variable metric proximal point algorithm using Broyden and BFGS matrix secant updating
• Title not available (Why is that?)

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