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Solving nonlinear equations with a direct Broyden method and its acceleration

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成果类型:
期刊论文
作者:
Cao, Huiping;An, Xiaomin;Han, Jing
通讯作者:
Huiping Cao
作者机构:
[Cao, Huiping] Xian Polytech Univ, Sch Sci, Xian 710048, Peoples R China.
[An, Xiaomin] Xian Technol Univ, Sch Sci, Xian 710021, Peoples R China.
[Han, Jing] Cent South Univ Forestry & Technol, Coll Sci, Changsha 410004, Peoples R China.
通讯机构:
[Huiping Cao] S
School of Science, Xi’an Polytechnic University, Xi’an, China
语种:
英文
关键词:
Nonlinear equations;Quasi-Newton method;Automatic differentiation;Global convergence;Superlinear convergence
期刊:
Journal of Applied Mathematics and Computing
ISSN:
1598-5865
年:
2023
卷:
69
期:
2
页码:
1917-1944
基金类别:
National Natural Science Foundation of China [11701577]; Natural Science Foundation of Hunan Province, China [2019JJ51002, 2020JJ5960]; Natural Science Foundation of Shaanxi Province, China [2022JQ006]
机构署名:
本校为其他机构
院系归属:
理学院
摘要:
A quasi-Newton method called the direct Broyden method is considered in this paper, which satisfies the least change principle and the direct tangent condition. The direct Broyden method can ensure that the quasi-Newton matrix equals the Jacobian matrix along step direction and accumulates more derivative information of the function. Moreover, we present an accelerated version of the new method and prove its global and superlinear convergence. Extensive numerical res...

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