A new quasi-Newton method based on adjoint Broyden updates for symmetric nonlinear equations
type: Item
instance of: scholarly article
zbMATH Open document ID: 1355.65070
author: Huiping Cao
published in: Journal of the Korean Mathematical Society
publication date: 2016-12-02T00:00:00Z
Mathematics Subject Classification ID: 65H10
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C53
zbMATH DE Number: 6658989
zbMATH Keywords: adjoint Broyden update
zbMATH Keywords: quasi-Newton method
zbMATH Keywords: symmetric nonlinear equations
zbMATH Keywords: global convergence
zbMATH Keywords: superlinear convergence
zbMATH Keywords: automatic differentiation
zbMATH Keywords: Broyden-Fletcher-Goldfarb-Shanno method
MaRDI profile type: Publication
full work available at URL: jkms.j150542
OpenAlex ID: W2560346753
DOI: 10.4134/JKMS.J150542
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title: A new quasi-Newton method based on adjoint Broyden updates for symmetric nonlinear equations
review text: 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.
reviewed by: Anton Iliev
description: scientific article; zbMATH DE number 6658989