scholarly journals A globally convergent BFGS method for symmetric nonlinear equations

2017 ◽  
Vol 13 (5) ◽  
pp. 0-0
Author(s):  
Weijun Zhou ◽  
Author(s):  
Allal Guessab ◽  
Abderrazak Driouch ◽  
Otheman Nouisser

A new modified moving asymptotes method is presented. In each step of the iterative process, a strictly convex approximating subproblem is generated and explicitly solved. In doing so we propose a strategy to incorporate a modified second-order information for the moving asymptotes location. Under natural assumptions, we prove the geometrical convergence. In addition the experimental results reveal that the present method is significantly faster compared to the [1] method, Newton's method and the BFGS Method.


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