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A quasi-Newton modified LP-Newton method.

Authors :
Martínez, María de los Ángeles
Fernández, Damián
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]

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