Article ID: | iaor19982993 |
Country: | Netherlands |
Volume: | 20 |
Issue: | 5 |
Start Page Number: | 223 |
End Page Number: | 228 |
Publication Date: | Jun 1997 |
Journal: | Operations Research Letters |
Authors: | Qi Liqun |
Keywords: | Newton method, convergence |
We show that strong differentiability at solutions is not necessary for superlinear convergence of quasi-Newton methods for solving nonsmooth equations. We improve the superlinear convergence result of Ip and Kyparisis for general quasi-Newton methods as well as the Broyden method. For a special example, the Newton method is divergent but the Broyden method is superlinearly convergent.