Generalized Newton’s method based on graphical derivatives

This paper concerns developing a numerical method of the Newton type to solve systems of nonlinear equations described by nonsmooth continuous functions. We propose and justify a new generalized Newton algorithm based on graphical derivatives, which have never been used to derive a Newton-type metho...

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Vydáno v:	Nonlinear analysis Ročník 75; číslo 3; s. 1324 - 1340
Hlavní autoři:	Hoheisel, T., Kanzow, C., Mordukhovich, B.S., Phan, H.
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Amsterdam Elsevier Ltd 01.02.2012 Elsevier
Témata:	Algorithms Calculus of variations and optimal control Convergence Derivatives Differentiation Exact sciences and technology Global analysis, analysis on manifolds Graphical derivatives and coderivatives Local and global convergence Mathematical analysis Mathematics Newton methods Newton’s method Nonlinear equations Nonlinearity Nonsmooth equations Numerical analysis Numerical analysis. Scientific computation Numerical approximation Numerical methods in mathematical programming, optimization and calculus of variations Numerical methods in optimization and calculus of variations Optimization and variational analysis Sciences and techniques of general use Topology. Manifolds and cell complexes. Global analysis and analysis on manifolds Nonsmooth equations 65K15 Graphical derivatives and coderivatives 90C30 49J53 Local and global convergence Newton’s method Optimization and variational analysis Nonlinear analysis Optimization method Newton's method Mathematical model Newton method
ISSN:	0362-546X, 1873-5215
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