A new quasi-Newton method based on adjoint Broyden updates for symmetric nonlinear equations
A new rank two quasi-Newton method based on adjoint Broyden updates for solving symmetric nonlinear equations is presented. The required Jacobian-vector products can be obtained efficiently using automatic differentiation. The new quasi-Newton method possesses some favorable properties, which are shared by the Broyden-Fletcher-Goldfarb-Shanno method. Under suitable conditions, the global and superlinear convergence are established.
scientific article; zbMATH DE number 6658989