A perturbed version of an inexact generalized Newton method for solving nonsmooth equations (Q1952309): Difference between revisions

The following combination of the inexact and generalized Newton methods is introduced: \[ \left( V_{k}+\widetilde{V}_{k}\right) \left( s^{\left( k\right) }\right) =\left[ -F\left( x^{\left( k\right) }\right) +\widetilde{F}\left( x^{\left( k\right) }\right) \right] +\widetilde{r}_{k}, \] where \(\partial_{B}F\left( x^{\left( k\right) }\right) \) is the \(B\)-differential of \(F\) at \(x^{\left( k\right) },\) and the matrix \(V_{k}\) is taken arbitrarily from \(\partial_{B}F\left( x^{\left( k\right) }\right) \). \(\widetilde{V}_{k}\) is a perturbation matrix, \(\widetilde{F}\) is the perturbation of the function \(F\) and \(\widetilde{r}_{k}\) denotes the residual. The local convergence is characterized in terms of the perturbations and residuals. Admissible magnitude of perturbations is also computed. Three general (constrained) optimization problems are shown for the consistency of this new method.