Secant methods for semismooth equations

نویسندگان

  • Florian A. Potra
  • Liqun Qi
  • Defeng Sun
چکیده

Some generalizations of the secant method to semismooth equations are presented. In the one-dimensional case the superlinear convergence of the classical secant method for general semismooth equations is proved. Moreover a new quadratically convergent method is proposed that requires two function values per iteration. For the n-dimensional cases, we discuss secant methods for two classes of composite semismooth equations. Most often studied semismooth equations are of such form.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Two Settings of the Dai-Liao Parameter Based on Modified Secant Equations

Following the setting of the Dai-Liao (DL) parameter in conjugate gradient (CG) methods‎, ‎we introduce two new parameters based on the modified secant equation proposed by Li et al‎. ‎(Comput‎. ‎Optim‎. ‎Appl‎. ‎202:523-539‎, ‎2007) with two approaches‎, ‎which use an extended new conjugacy condition‎. ‎The first is based on a modified descent three-term search direction‎, ‎as the descent Hest...

متن کامل

The modified BFGS method with new secant relation ‎for unconstrained optimization problems‎

Using Taylor's series we propose a modified secant relation to get a more accurate approximation of the second curvature of the objective function. Then, based on this modified secant relation we present a new BFGS method for solving unconstrained optimization problems. The proposed method make use of both gradient and function values while the usual secant relation uses only gradient values. U...

متن کامل

Global and Local Superlinear Convergence Analysis of Newton - TypeMethods for Semismooth Equations with Smooth Least

The local superlinear convergence of the generalized Newton method for solving systems of nonsmooth equations has been proved by Qi and Sun under the semismooth condition and nonsingularity of the generalized Jacobian at the solution. Unlike the Newton method for systems of smooth equations, globalization of the generalized Newton method seems dif-cult to achieve in general. However, we show th...

متن کامل

Smoothing Methods and Semismooth Methods for Nondifferentiable Operator Equations

We consider superlinearly convergent analogues of Newton methods for nondifferentiable operator equations in function spaces. The superlinear convergence analysis of semismooth methods for nondifferentiable equations described by a locally Lipschitzian operator in Rn is based on Rademacher’s theorem which does not hold in function spaces. We introduce a concept of slant differentiability and us...

متن کامل

Inexact Newton Methods for Semismooth Equations with Applications to Variational Inequality Problems

We consider the local behaviour of inexact Newton methods for the solution of a semis-mooth system of equations. In particular, we give a complete characterization of the Q-superlinear and Q-quadratic convergence of inexact Newton methods. We then apply these results to a particular semismooth system of equations arising from variational inequality problems, and present a globally and locally f...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Numerische Mathematik

دوره 80  شماره 

صفحات  -

تاریخ انتشار 1998