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Secant methods for semismooth equations

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Abstract.

Some generalizations of the secant method to semismooth equations are presented. In the one-dimensional case the superlinear convergence of the classical secant method for general semismooth equations is proved. Moreover a new quadratically convergent method is proposed that requires two function values per iteration. For the n-dimensional cases, we discuss secant methods for two classes of composite semismooth equations. Most often studied semismooth equations are of such form.

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Received October 16, 1996 / Revised version received July 25, 1997

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Potra, F., Qi, L. & Sun, D. Secant methods for semismooth equations. Numer. Math. 80, 305–324 (1998). https://doi.org/10.1007/s002110050369

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  • DOI: https://doi.org/10.1007/s002110050369

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