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Local convergence of quasi-Newton methods under metric regularityтезисы доклада
- Авторы: Aragón Artacho Francisco Javier, Belyakov Anton O., Dontchev Asen L., López-Cerdá Marco A.
- Сборник: 11th EUROPT Workshop on Advances in Continuous Optimization, Florence, Italy, June 26-28, 2013
- Тезисы
- Год издания: 2013
- Первая страница: 19
- Последняя страница: 19
- Аннотация: We consider quasi-Newton methods for generalized equations in Banach spaces under metric regularity. Our first result is a sufficient condition for q-linear convergence. Then we show that the well-known Broyden update satisfies this sufficient condition in Hilbert spaces. We also discuss q-superlinear convergence of the Broyden update in finite and infinite dimensions. Simple numerical examples illustrate the results.
- Добавил в систему: Беляков Антон Олегович