Department of Applied Mathematics & Physics, Kyoto Univiversity
Technical Report #98006 (February, 1998)
A Globally and Superlinearly Convergent Gauss-Newton Based BFGS Method for Symmetric Equations
by Donghui Li and Masao Fukushima
In this paper, we present a Gauss-Newton based
BFGS method for solving symmetric
nonlinear equations which contain,
as a special case, an unconstrained optimization
problem, a saddle point problem and an equality
constrained optimization problem.
A suitable line search is proposed with which
the presented BFGS method exhibits an approximate
norm descent property.
Under appropriate conditions, global convergence
and superlinear convergence of the method are