A quasi-Newton modified LP-Newton method

被引:2
作者
de los Angeles Martinez, Maria [1 ]
Fernandez, Damian [1 ,2 ]
机构
[1] Consejo Nacl Invest Cient & Tecn, CIEM, Ciudad Univ,X5000HUA, Cordoba, Argentina
[2] Univ Nacl Cordoba, FaMAF, Ciudad Univ,X5000HUA, Cordoba, Argentina
关键词
constrained nonlinear system of equations; nonisolated solutions; quasi-Newton method; local convergence; TRUST-REGION; CONVERGENCE; SYSTEMS; EQUATIONS;
D O I
10.1080/10556788.2017.1384955
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
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.
引用
收藏
页码:634 / 649
页数:16
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