Hybrid Newton-Type Method for a Class of Semismooth Equations

S. Pieraccini
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S. Pieraccini: Università di Firenze

Journal of Optimization Theory and Applications, 2002, vol. 112, issue 2, No 7, 402 pages

Abstract: Abstract In this paper, we present a hybrid method for the solution of a class of composite semismooth equations encountered frequently in applications. The method is obtained by combining a generalized finite-difference Newton method to an inexpensive direct search method. We prove that, under standard assumptions, the method is globally convergent with a local rate of convergence which is superlinear or quadratic. We report also several numerical results obtained applying the method to suitable reformulations of well-known nonlinear complementarity problems.

Keywords: Nonsmooth systems; generalized Newton methods; hybrid methods; global convergence (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1023/A:1013610108041

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