INVESTIGADORES
FERNANDEZ FERREYRA Damian Roberto
artículos
Título:
On the Local and Superlinear Convergence of a Secant Modified Linear-Programming-Newton Method
Autor/es:
MARTÍNEZ, MARÍA DE LOS ÁNGELES; FERNÁNDEZ, DAMIÁN
Revista:
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
Editorial:
SPRINGER/PLENUM PUBLISHERS
Referencias:
Año: 2018 vol. 180 p. 993 - 1010
ISSN:
0022-3239
Resumen:
We present a superlinearly convergent method to solve a constrained system of nonlinear equations. The proposed procedure is an adaptation of the linear-programming-Newton method replacing the first-order information with a secant update. Thus, under mild assumptions, the method is able to find possible nonisolated solutions without computing any derivative and achieving a local superlinear rate of convergence. In addition to the convergence analysis, some numerical examples are presented in order to show the fulfillment of the expected rate of convergence.
