Optimalr-order of an adjoint Broyden method without the assumption of linearly independent steps

DOI10.1080/10556780701766549zbMath1211.90291OpenAlexW2013125152WikidataQ57389632 ScholiaQ57389632MaRDI QIDQ3539790

Andrea Walther, Sebastian Schlenkrich, Andreas Griewank

Publication date: 19 November 2008

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780701766549

zbMATH Keywords

automatic differentiationnonlinear equationsquasi-Newton methodsadjoint-based update\(r\)-order

Mathematics Subject Classification ID

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

Related Items

On the local convergence of adjoint Broyden methods, Global convergence of quasi-Newton methods based on adjoint Broyden updates, 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, Efficient calibration of the Hull White model

Cites Work

• On the rate of superlinear convergence of a class of variable metric methods
• Convergence of quasi-Newton matrices generated by the symmetric rank one update
• On the order of convergence of certain quasi-Newton methods
• Some Convergence Properties of Broyden’s Method
• On the convergence rate of imperfect minimization algorithms in Broyden'sβ-class
• Analysis of a Symmetric Rank-One Trust Region Method
• Iterative Solution of Nonlinear Equations in Several Variables
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