FIXED-POINT QUASI-NEWTON METHODS

被引:11
作者
MARTINEZ, JM
机构
[1] Univ of Campinas, Campinas
关键词
QUASI-NEWTON METHODS; FIXED POINTS; NONLINEAR SYSTEMS; LEAST-CHANGE SECANT METHODS;
D O I
10.1137/0729081
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This article studies iterative methods defined by x(k+1) = PHI(x(k), E(k)), where X(k) is-an-element-of R(n) and E(k) lie on a space of parameters. Sufficient conditions are established for local convergence and for convergence at an ideal linear or superlinear rate. A theory of least-change secant update methods for this class of processes is developed. Several examples are given showing a wide range of applications of the new theory.
引用
收藏
页码:1413 / 1434
页数:22
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