Inexact quasi-Newton global convergent method for solving constrained nonsmooth equations

Marek J. Śmietański (1)

1 Faculty of Mathematics

In this work we introduce a new method for solving nonsmooth equations with simple constraints. The method is based on the inexact and quasi-Newton approaches with backtracking strategy. Some conditions are given that ensure global superlinear convergence to a solution of the equation. Moreover, we propose a nonmonotone scheme of algorithm. Both versions of algorithm was constructed for the Lipschitz constinuous equations.

Mots clés: Physical Sciences

Marek J. Śmietański. Inexact quasi-Newton global convergent method for solving constrained nonsmooth equations. International Journal of Computer Mathematics, 2008, 84 (12), pp.1757-1770. ⟨10.1080/00207160701326780⟩. ⟨hal-00545354⟩