Local convergence of quasi-Newton methods for B-differentiable equations

The authors study local convergence of quasi-Newton methods for solving systems of nonlinear equations defined by B-differentiable functions. They extend the classical linear and superlinear convergence results for general quasi-Newton methods as well as for Broyden’s method. The authors also show how Broyden’s method may be applied to nonlinear complementarity problems and illustrate its computational performance on two small examples.