On superlinear convergence of quasi-Newton methods for nonsmooth equations

DOI10.1016/S0167-6377(97)00012-6zbMath0893.90156OpenAlexW1997288689WikidataQ127217840 ScholiaQ127217840MaRDI QIDQ1362530

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

quasi-Newton methodssuperlinear convergenceBroyden methodstrong differentiabilitynonsmoothh equations

Mathematics Subject Classification ID

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

Related Items (6)

A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization ⋮ Superlinear convergence of smoothing quasi-Newton methods for nonsmooth equations ⋮ Unnamed Item ⋮ Time-stepping for three-dimensional rigid body dynamics ⋮ A Newton collocation method for solving dynamic bargaining games ⋮ A primal-dual algorithm for minimizing a sum of Euclidean norms

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Local convergence of quasi-Newton methods for B-differentiable equations
• Proximal quasi-Newton methods for nondifferentiable convex optimization
• A family of variable metric proximal methods
• On concepts of directional differentiability
• Nonsmooth Equations: Motivation and Algorithms
• Newton's Method for B-Differentiable Equations
• Local structure of feasible sets in nonlinear programming, Part III: Stability and sensitivity
• Convergence of the BFGS Method for $LC^1 $ Convex Constrained Optimization
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods

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