A family of Newton methods for nonsmooth constrained systems with nonisolated solutions

Francisco Facchinei (), Andreas Fischer () and Markus Herrich ()

Mathematical Methods of Operations Research, 2013, vol. 77, issue 3, 433-443

Abstract: We propose a new family of Newton-type methods for the solution of constrained systems of equations. Under suitable conditions, that do not include differentiability or local uniqueness of solutions, local, quadratic convergence to a solution of the system of equations can be established. We show that as particular instances of the method we obtain inexact versions of both a recently introduced LP-based Newton method and of a Levenberg-Marquardt algorithm for the solution of systems with nonisolated solutions, and improve on corresponding existing results. Copyright Springer-Verlag Berlin Heidelberg 2013

Keywords: Quadratic convergence; Inexact Newton method; Nonsmooth system; Nonisolated solution; Levenberg-Marquardt method (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (11)

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DOI: 10.1007/s00186-012-0419-0

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