Globally convergent inexact generalized Newton's methods for nonsmooth equations (Q5957941): Difference between revisions
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Revision as of 00:47, 5 March 2024
scientific article; zbMATH DE number 1719269
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English | Globally convergent inexact generalized Newton's methods for nonsmooth equations |
scientific article; zbMATH DE number 1719269 |
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Globally convergent inexact generalized Newton's methods for nonsmooth equations (English)
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15 November 2002
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An inexact generalized Newton's method is studied which is shown to be globally convergent to a solution to \(F(x)=0\) for Lipschitz continuous maps \(F\). Under some mild additional conditions, the methods are implementable and superlinearly convergent. An application is given for finding a Karush-Kuhn-Tucker point for a constrained nonlinear optimization problem.
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inexact generalized Newton's method
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nonsmooth equations
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global convergence
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superlinear convergence
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nonlinear optimization
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