CIEM 05476
CENTRO DE INVESTIGACION Y ESTUDIOS DE MATEMATICA
Unidad Ejecutora - UE
congresos y reuniones científicas
Título:
A Quasi-Newton modified Linear-Programming-Newton Method
Autor/es:
MARÍA DE LOS ÁNGELES MARTÍNEZ; DAMIÁN FERNÁNDEZ
Lugar:
Foz do Iguaçu
Reunión:
Workshop; XII Brazilian Workshop on Continuous Optimization; 2018
Institución organizadora:
UFPR, IMPA
Resumen:
In this work we consider a method to solve constrained system ofnonlinear equations based on a modification of the Linear-Programming-Newton method and replacing the first order information with aquasi-Newton secant update, providing a computationally simplemethod. The proposed strategy combines good properties of twomethods: the least change secant update for unconstrained sys-tem of nonlinear equations with isolated solutions and the Linear-Programming-Newton for constrained nonlinear system of equationswith possible nonisolated solutions. We analyze the local conver-gence of the proposed method under suitable conditions proving itslinear/superlinear convergence to possible nonisolated solutions.
