Local Attractors of Newton-Type Methods for Constrained Equations and Complementarity Problems with Nonisolated Solutions

Andreas Fischer (), Alexey F. Izmailov () and Mikhail V. Solodov ()
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Andreas Fischer: Technische Universität Dresden
Alexey F. Izmailov: Lomonosov Moscow State University, MSU
Mikhail V. Solodov: IMPA – Instituto de Matemática Pura e Aplicada

Journal of Optimization Theory and Applications, 2019, vol. 180, issue 1, No 9, 140-169

Abstract: Abstract For constrained equations with nonisolated solutions, we show that if the equation mapping is 2-regular at a given solution with respect to a direction in the null space of the Jacobian, and this direction is interior feasible, then there is an associated domain of starting points from which a family of Newton-type methods is well defined and necessarily converges to this specific solution (despite degeneracy, and despite that there are other solutions nearby). We note that unlike the common settings of convergence analyses, our assumptions subsume that a local Lipschitzian error bound does not hold for the solution in question. Our results apply to constrained and projected variants of the Gauss–Newton, Levenberg–Marquardt, and LP-Newton methods. Applications to smooth and piecewise smooth reformulations of complementarity problems are also discussed.

Keywords: Constrained equation; Complementarity problem; Nonisolated solution; 2-Regularity; Newton-type method; Levenberg–Marquardt method; LP-Newton method; Piecewise Newton method; 47J05; 90C33; 65K15 (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10957-018-1297-2

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