Abstract
We study local convergence of quasi-Newton methods for solving systems of nonlinear equations defined by B-differentiable functions. We extend the classical linear and superlinear convergence results for general quasi-Newton methods as well as for Broyden's method. We also show how Broyden's method may be applied to nonlinear complementarity problems and illustrate its computational performance on two small examples.
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Ip, CM., Kyparisis, J. Local convergence of quasi-Newton methods for B-differentiable equations. Mathematical Programming 56, 71–89 (1992). https://doi.org/10.1007/BF01580895
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DOI: https://doi.org/10.1007/BF01580895