Approximate Newton Methods for Nonsmooth Equations
نویسندگان
چکیده
منابع مشابه
Approximate Newton Methods for Nonsmooth Equations
We develop general approximate Newton methods for solving Lipschitz continuous equations by replacing the iteration matrix with a consistently approximated Jacobian, thereby reducing the computation in the generalized Newton method. Locally superlinear convergence results are presented under moderate assumptions. To construct a consistently approximated Jacobian, we introduce two main methods: ...
متن کاملApproximate Newton Methodsfor Nonsmooth Equations 1
We develop general approximate Newton methods for solving Lips-chitz continuous equations by replacing the iteration matrix with a consistently approximated Jacobian thereby reducing the computation in the generalized Newton method. Locally superlinear convergence results are presented under moderate assumptions. To construct a consistently approximated Jacobian, we introduce two main methods: ...
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We investigate an AOR-Newton method and an AOR method for solving a system of nonlinear equations F (x) = 0, where F is strongly monotone, locally Lipschitz continuous but not necessarily differentiable. The convergence intervals of parameters for the AOR-Newton method and AOR method are given. Numerical examples show that these AOR-type methods can converge faster than the corresponding SORtyp...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 1997
ISSN: 0022-3239,1573-2878
DOI: 10.1023/a:1022606224224