Broyden quasi-Newton secant-type method for solving constrained mixed generalized equations

This paper presents a novel variant of the Broyden quasi-Newton secant-type method aimed at solving constrained mixed generalized equations, which can include functions that are not necessarily differentiable.The proposed method integrates the classical secant approach with techniques inspired by the Conditional Gradient method to handle constraints effectively.We establish local convergence results by applying the contraction mapping principle.Specifically, under assumptions of Lipschitz continuity, a modified Broyden update for derivative approximation, and the metric regularity property, we show that the algorithm generates a well-defined sequence that converges locally at a Q-linear rate.

Publication Details

Journal
Journal of Nonlinear and Variational Analysis
Published
2025-05-14
DOI
https://doi.org/10.23952/jnva.9.2025.4.04
Primary Topic
Iterative Methods for Nonlinear Equations
Type
article
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article

Broyden quasi-Newton secant-type method for solving constrained mixed generalized equations

Journal of Nonlinear and Variational Analysis
Iterative Methods for Nonlinear Equations
article

Broyden quasi-Newton secant-type method for solving constrained mixed generalized equations

article en

Abstract

This paper presents a novel variant of the Broyden quasi-Newton secant-type method aimed at solving constrained mixed generalized equations, which can include functions that are not necessarily differentiable.The proposed method integrates the classical secant approach with techniques inspired by the Conditional Gradient method to handle constraints effectively.We establish local convergence results by applying the contraction mapping principle.Specifically, under assumptions of Lipschitz continuity, a modified Broyden update for derivative approximation, and the metric regularity property, we show that the algorithm generates a well-defined sequence that converges locally at a Q-linear rate.

Journal of Nonlinear and Variational AnalysisVol. 9(4)
Openalex Percentile: Top 84%
Iterative Methods for Nonlinear Equations
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Broyden quasi-Newton secant-type method for solving constrained mixed generalized equations · Journal of Nonlinear and Variational Analysis (2025) | TGRS Research Map | TGRS