Global Convergence of the Smoothing Broyden Method for Nonsmooth Equations
Yang Yu · Journal of Hunan University · 2000
We consider the equations F(x)=0, where F:R n→R n is locally Lipschitz continuous but not differentiable.We propose the smoothing Broyden method for solving the equations,i.e.,we apply a smoothing function to approximate the nonsmooth function,at each step,applying Broyden formula to calculate the update matrix and perform suitable line search.Under weaker conditions,we give the global convergence of the algorithm.