English

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

Optimization and Control 2025-03-11 v1

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.

Keywords

Cite

@article{arxiv.2503.06206,
  title  = {Broyden quasi-Newton secant-type method for solving constrained mixed generalized equations},
  author = {P. C. da Silva Junior and O. P. Ferreira and G. N. Silva},
  journal= {arXiv preprint arXiv:2503.06206},
  year   = {2025}
}

Comments

17 pages

R2 v1 2026-06-28T22:12:08.106Z