A Class of Sparse Direct Broyden Method for Solving Sparse Nonlinear Equations

Abstract

In our paper, we present a sparse quasi-Newton method, called the sparse direct Broyden method, for solving sparse nonlinear equations. The method can be seen as a Broyden-like method and is a least change update satisfying the sparsity condition and direct tangent condition simultaneously. The local and q-superlinear convergence is presented based on the bounded deterioration property and Dennis–Moré condition. By adopting a nonmonotone line search, we establish the global and superlinear convergence. Moreover, the unit step length is essentially accepted. Numerical results demonstrate that the sparse direct Broyden method is effective and competitive for large-scale nonlinear equations.