Local convergence of quasi-Newton methods under metric regularity

We consider quasi-Newton methods for generalized equations in Banach spaces under metric regularity and give a sufficient condition for q-linear convergence. Then we show that the well-known Broyden update satisfies this sufficient condition in Hilbert spaces. We also establish various modes of q-superlinear convergence of the Broyden update under strong metric subregularity, metric regularity and strong metric regularity. In particular, we show that the Broyden update applied to a generalized equation in Hilbert spaces satisfies the Dennis–Moré condition for q-superlinear convergence. Simple numerical examples illustrate the results.

A. Belyakov was supported by the Austrian Science Foundation (FWF) under grant No P 24125-N13. A.L. Dontchev was supported by NSF Grant DMS 1008341 through the University of Michigan. M. López was supported by MINECO of Spain, Grant MTM2011-29064-C03-02.