A quasi-Newton modified LP-Newton method

Autores
Martinez Arraigada, Maria de Los Angeles; Fernández Ferreyra, Damián Roberto
Año de publicación
2017
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
We consider a method to solve constrained system of nonlinear equations based on a modification of the Linear-Programming-Newton method and replacing the first-order information with a quasi-Newton secant update, providing a computationally simple method. The proposed strategy combines good properties of two methods: the least change secant update for unconstrained system of nonlinear equations with isolated solutions and the Linear-Programming-Newton for constrained nonlinear system of equations with possible nonisolated solutions. We analyse the local convergence of the proposed method under a standard error bound condition proving its linear convergence for nonisolated solutions. Numerical experiments were done in order to show the claimed convergence rate.
Fil: Martinez Arraigada, Maria de Los Angeles. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba. Centro de Investigación y Estudios de Matemática. Universidad Nacional de Córdoba. Centro de Investigación y Estudios de Matemática; Argentina. Universidad Nacional de Córdoba. Facultad de Matemática, Astronomía y Física; Argentina
Fil: Fernández Ferreyra, Damián Roberto. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba. Centro de Investigación y Estudios de Matemática. Universidad Nacional de Córdoba. Centro de Investigación y Estudios de Matemática; Argentina. Universidad Nacional de Córdoba. Facultad de Matemática, Astronomía y Física; Argentina
Materia
Constrained Nonlinear System of Equations
Local Convergence
Nonisolated Solutions
Quasi-Newton Method
Nivel de accesibilidad
acceso abierto
Condiciones de uso
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
Repositorio
CONICET Digital (CONICET)
Institución
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identificador
oai:ri.conicet.gov.ar:11336/59993
Acceder
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network_acronym_str CONICETDig
repository_id_str 3498
network_name_str CONICET Digital (CONICET)
spelling A quasi-Newton modified LP-Newton methodMartinez Arraigada, Maria de Los AngelesFernández Ferreyra, Damián RobertoConstrained Nonlinear System of EquationsLocal ConvergenceNonisolated SolutionsQuasi-Newton Methodhttps://purl.org/becyt/ford/1.1https://purl.org/becyt/ford/1We consider a method to solve constrained system of nonlinear equations based on a modification of the Linear-Programming-Newton method and replacing the first-order information with a quasi-Newton secant update, providing a computationally simple method. The proposed strategy combines good properties of two methods: the least change secant update for unconstrained system of nonlinear equations with isolated solutions and the Linear-Programming-Newton for constrained nonlinear system of equations with possible nonisolated solutions. We analyse the local convergence of the proposed method under a standard error bound condition proving its linear convergence for nonisolated solutions. Numerical experiments were done in order to show the claimed convergence rate.Fil: Martinez Arraigada, Maria de Los Angeles. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba. Centro de Investigación y Estudios de Matemática. Universidad Nacional de Córdoba. Centro de Investigación y Estudios de Matemática; Argentina. Universidad Nacional de Córdoba. Facultad de Matemática, Astronomía y Física; ArgentinaFil: Fernández Ferreyra, Damián Roberto. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba. Centro de Investigación y Estudios de Matemática. Universidad Nacional de Córdoba. Centro de Investigación y Estudios de Matemática; Argentina. Universidad Nacional de Córdoba. Facultad de Matemática, Astronomía y Física; ArgentinaTaylor & Francis Ltd2017-10info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/59993Martinez Arraigada, Maria de Los Angeles; Fernández Ferreyra, Damián Roberto; A quasi-Newton modified LP-Newton method; Taylor & Francis Ltd; Optimization Methods And Software; 10-2017; 1-161055-6788CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/url/https://www.tandfonline.com/doi/full/10.1080/10556788.2017.1384955info:eu-repo/semantics/altIdentifier/doi/10.1080/10556788.2017.1384955info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-10-15T14:26:12Zoai:ri.conicet.gov.ar:11336/59993instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-10-15 14:26:12.353CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv A quasi-Newton modified LP-Newton method
title A quasi-Newton modified LP-Newton method
spellingShingle A quasi-Newton modified LP-Newton method
Martinez Arraigada, Maria de Los Angeles
Constrained Nonlinear System of Equations
Local Convergence
Nonisolated Solutions
Quasi-Newton Method
title_short A quasi-Newton modified LP-Newton method
title_full A quasi-Newton modified LP-Newton method
title_fullStr A quasi-Newton modified LP-Newton method
title_full_unstemmed A quasi-Newton modified LP-Newton method
title_sort A quasi-Newton modified LP-Newton method
dc.creator.none.fl_str_mv Martinez Arraigada, Maria de Los Angeles
Fernández Ferreyra, Damián Roberto
author Martinez Arraigada, Maria de Los Angeles
author_facet Martinez Arraigada, Maria de Los Angeles
Fernández Ferreyra, Damián Roberto
author_role author
author2 Fernández Ferreyra, Damián Roberto
author2_role author
dc.subject.none.fl_str_mv Constrained Nonlinear System of Equations
Local Convergence
Nonisolated Solutions
Quasi-Newton Method
topic Constrained Nonlinear System of Equations
Local Convergence
Nonisolated Solutions
Quasi-Newton Method
purl_subject.fl_str_mv https://purl.org/becyt/ford/1.1
https://purl.org/becyt/ford/1
dc.description.none.fl_txt_mv We consider a method to solve constrained system of nonlinear equations based on a modification of the Linear-Programming-Newton method and replacing the first-order information with a quasi-Newton secant update, providing a computationally simple method. The proposed strategy combines good properties of two methods: the least change secant update for unconstrained system of nonlinear equations with isolated solutions and the Linear-Programming-Newton for constrained nonlinear system of equations with possible nonisolated solutions. We analyse the local convergence of the proposed method under a standard error bound condition proving its linear convergence for nonisolated solutions. Numerical experiments were done in order to show the claimed convergence rate.
Fil: Martinez Arraigada, Maria de Los Angeles. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba. Centro de Investigación y Estudios de Matemática. Universidad Nacional de Córdoba. Centro de Investigación y Estudios de Matemática; Argentina. Universidad Nacional de Córdoba. Facultad de Matemática, Astronomía y Física; Argentina
Fil: Fernández Ferreyra, Damián Roberto. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba. Centro de Investigación y Estudios de Matemática. Universidad Nacional de Córdoba. Centro de Investigación y Estudios de Matemática; Argentina. Universidad Nacional de Córdoba. Facultad de Matemática, Astronomía y Física; Argentina
description We consider a method to solve constrained system of nonlinear equations based on a modification of the Linear-Programming-Newton method and replacing the first-order information with a quasi-Newton secant update, providing a computationally simple method. The proposed strategy combines good properties of two methods: the least change secant update for unconstrained system of nonlinear equations with isolated solutions and the Linear-Programming-Newton for constrained nonlinear system of equations with possible nonisolated solutions. We analyse the local convergence of the proposed method under a standard error bound condition proving its linear convergence for nonisolated solutions. Numerical experiments were done in order to show the claimed convergence rate.
publishDate 2017
dc.date.none.fl_str_mv 2017-10
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/11336/59993
Martinez Arraigada, Maria de Los Angeles; Fernández Ferreyra, Damián Roberto; A quasi-Newton modified LP-Newton method; Taylor & Francis Ltd; Optimization Methods And Software; 10-2017; 1-16
1055-6788
CONICET Digital
CONICET
url http://hdl.handle.net/11336/59993
identifier_str_mv Martinez Arraigada, Maria de Los Angeles; Fernández Ferreyra, Damián Roberto; A quasi-Newton modified LP-Newton method; Taylor & Francis Ltd; Optimization Methods And Software; 10-2017; 1-16
1055-6788
CONICET Digital
CONICET
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/url/https://www.tandfonline.com/doi/full/10.1080/10556788.2017.1384955
info:eu-repo/semantics/altIdentifier/doi/10.1080/10556788.2017.1384955
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
eu_rights_str_mv openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv Taylor & Francis Ltd
publisher.none.fl_str_mv Taylor & Francis Ltd
dc.source.none.fl_str_mv reponame:CONICET Digital (CONICET)
instname:Consejo Nacional de Investigaciones Científicas y Técnicas
reponame_str CONICET Digital (CONICET)
collection CONICET Digital (CONICET)
instname_str Consejo Nacional de Investigaciones Científicas y Técnicas
repository.name.fl_str_mv CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas
repository.mail.fl_str_mv dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar
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score 13.22299

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