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A quasi-Newton modified LP-Newton method.
- Source :
-
Optimization Methods & Software . Jun2019, Vol. 34 Issue 3, p634-649. 16p. - Publication Year :
- 2019
-
Abstract
- We consider a method to solve constrained system of nonlinear equations based on a modification of the Linear-Programming-Newton method and replacing the first-order information with a quasi-Newton secant update, providing a computationally simple method. The proposed strategy combines good properties of two methods: the least change secant update for unconstrained system of nonlinear equations with isolated solutions and the Linear-Programming-Newton for constrained nonlinear system of equations with possible nonisolated solutions. We analyse the local convergence of the proposed method under a standard error bound condition proving its linear convergence for nonisolated solutions. Numerical experiments were done in order to show the claimed convergence rate. [ABSTRACT FROM AUTHOR]
- Subjects :
- *NEWTON-Raphson method
*NONLINEAR equations
*QUASI-Newton methods
Subjects
Details
- Language :
- English
- ISSN :
- 10556788
- Volume :
- 34
- Issue :
- 3
- Database :
- Academic Search Index
- Journal :
- Optimization Methods & Software
- Publication Type :
- Academic Journal
- Accession number :
- 135801672
- Full Text :
- https://doi.org/10.1080/10556788.2017.1384955