• Title of article

    Global convergence of quasi-Newton methods based on adjoint Broyden updates

  • Author/Authors

    Schlenkrich، نويسنده , , Sebastian and Walther، نويسنده , , Andrea، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2009
  • Pages
    17
  • From page
    1120
  • To page
    1136
  • Abstract
    In this paper we introduce a quasi-Newton method for the solution of systems of non-linear equations based on the nested application of adjoint Broyden updates. In combination with a suitable line search this method yields convergence of the iteration under the same requirements on F as Newtonʹs method. The successive use of adjoint Broyden updates yields even local r-linear convergence of the iteration and provides the requirements for the local convergence analysis that gives q-superlinear convergence of the iteration.
  • Keywords
    Adjoint based update , automatic differentiation , quasi-Newton methods , Nonlinear equations
  • Journal title
    Applied Numerical Mathematics
  • Serial Year
    2009
  • Journal title
    Applied Numerical Mathematics
  • Record number

    1529154