Journal of the
Korean Mathematical Society
JKMS

ISSN(Print) 0304-9914 ISSN(Online) 2234-3008

Article

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J. Korean Math. Soc. 2015; 52(1): 43-65

Printed January 1, 2015

https://doi.org/10.4134/JKMS.2015.52.1.43

Copyright © The Korean Mathematical Society.

Broyden's method for operators with regularly continuous divided differences

Anatoly M. Galperin

Ben-Gurion University of the Negev

Abstract

We present a new convergence analysis of popular Broyden's method in the Banach/Hilbert space setting which is applicable to nonsmooth operators. Moreover, we do not assume a priori solvability of the equation under consideration. Nevertheless, without these simplifying assumptions our convergence theorem implies existence of a solution and superlinear convergence of Broyden's iterations. To demonstrate practical merits of Broyden's method, we use it for numerical solution of three nontrivial infinite-dimensional problems.

Keywords: nonlinear operator equations, Broyden's method, convergence analysis, regular continuity

MSC numbers: 47J05, 47J25, 65J15