Behavior of Newton-Type Methods Near Critical Solutions of Nonlinear Equations with Semismooth Derivatives

被引:3
|
作者
Fischer, Andreas [1 ]
Izmailov, Alexey F. [2 ,3 ]
Jelitte, Mario [1 ]
机构
[1] Tech Univ Dresden, Fac Math, Dresden, Germany
[2] Lomonosov Moscow State Univ, VMK Fac, OR Dept, Moscow, Russia
[3] Derzhavin Tambov State Univ, Tambov, Russia
基金
俄罗斯科学基金会;
关键词
Nonlinear equation; Constrained equation; Strongly semismooth derivative; Singular solution; Critical solution; 2-Regularity; Perturbed Newton method; Acceptance of the full step; Extrapolation; Nonlinear complementarity problem; LEVENBERG-MARQUARDT METHOD; CONVERGENCE PROPERTIES; LIPSCHITZIAN DERIVATIVES; CONSTRAINED EQUATIONS; COMPLEMENTARITY; SYSTEMS; ALGORITHM; MAPPINGS;
D O I
10.1007/s10957-023-02350-w
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
Having in mind singular solutions of smooth reformulations of complementarity problems, arising unavoidably when the solution in question violates strict complementarity, we study the behavior of Newton-type methods near singular solutions of nonlinear equations, assuming that the operator of the equation possesses a strongly semismooth derivative, but is not necessarily twice differentiable. These smoothness restrictions give rise to peculiarities of the analysis and results on local linear convergence and asymptotic acceptance of the full step, the issues addressed in this work. Moreover, we consider not only the basic Newton method, but also some stabilized versions of it intended for tackling singular (including nonisolated) solutions. Applications to nonlinear complementarity problems are also dealt with.
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页码:2179 / 2205
页数:27
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