On the local convergence of adjoint Broyden methods

DOI10.1007/S10107-008-0232-YzbMATH Open1185.90207OpenAlexW1964752252WikidataQ57389624 ScholiaQ57389624MaRDI QIDQ847833FDOQ847833

Authors: Sebastian Schlenkrich, Andreas Griewank, Andrea Walther 

Publication date: 19 February 2010

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-008-0232-y

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

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of quasi-Newton type (90C53) Numerical computation of solutions to systems of equations (65H10)

Cites Work

• Testing Unconstrained Optimization Software
• Numerical Optimization
• On constrained optimization by adjoint based quasi-Newton methods
• Title not available (Why is that?)
• Convergence of quasi-Newton matrices generated by the symmetric rank one update
• Algorithm 755: ADOL-C
• On the Local and Superlinear Convergence of Quasi-Newton Methods
• A Class of Methods for Solving Nonlinear Simultaneous Equations
• Numerical Solution of Nonlinear Equations
• Some Convergence Properties of Broyden’s Method
• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
• The “global” convergence of Broyden-like methods with suitable line search
• Title not available (Why is that?)
• Quasi-Newton Methods and their Application to Function Minimisation
• Variance algorithm for minimization
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• The Convergence of an Algorithm for Solving Sparse Nonlinear Systems
• Quasi-Newton methods for large-scale electromagnetic inverse problems
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• On the efficient update of rectangular LU-factorizations subject to low rank modifications
• On the local convergence of adjoint Broyden methods
• Title not available (Why is that?)
• Title not available (Why is that?)
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• A Quadratically Convergent Newton-Like Method Based Upon Gaussian Elimination
• Triangular factors of modified matrices
• Automatic differentiation: Applications, theory, and implementations. Selected papers based on the presentation at the 4th international conference on automatic differentiation (AD), Chicago, IL, USA, July 20--23, 2004
• Optimalr-order of an adjoint Broyden method without the assumption of linearly independent steps
• Adjoint-based quasi-Newton methods for nonlinear equations

Cited In (14)

• On the local convergence of adjoint Broyden methods
• Global convergence of quasi-Newton methods based on adjoint Broyden updates
• Attractive force search algorithm for piecewise convex maximization problems
• Strong local convergence properties of adaptive regularized methods for nonlinear least squares
• Title not available (Why is that?)
• Adjoint-based quasi-Newton methods for nonlinear equations
• Augmenting the one-shot framework by additional constraints
• Localization of the Aronszajn-Slobodeckij norm and application to adaptive boundary element methods. II: The three-dimensional case
• The semilocal convergence of a generalization of Brent's and Brown's methods
• On the effect of nonlinearity and Jacobian initialization on the convergence of the generalized Broyden quasi‐Newton method
• Optimalr-order of an adjoint Broyden method without the assumption of linearly independent steps
• Adjoint Broyden methods for symmetric nonlinear equations
• A matrix-free augmented Lagrangian algorithm with application to large-scale structural design optimization
• Partitioned quasi-Newton methods for sparse nonlinear equations

Uses Software

• ADOL-C
• minpack

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