An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions (Q403631)

From MaRDI portal
Revision as of 00:10, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions
scientific article

    Statements

    An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions (English)
    0 references
    0 references
    0 references
    0 references
    29 August 2014
    0 references
    The authors provide a new Newton-type method for the solution of the constraint system of equations according to \[ F(z)= 0,\quad z\in\Omega, \] where \(\Omega\subset\mathbb{R}^n\) is a nonempty and closed (convex) set and \(F: \mathbb{R}^n\to\mathbb{R}^n\) is a continuous (but not necessary differentiable) vector-valued function. -- Let \(G(z)\) be a suitable substitute for the Jacobian \(F'(z)\). Then, as an improvement of the classical Newton method, in any step the subproblem \[ \begin{gathered} \min_{z,\gamma}\,\gamma\quad\text{s.t. }z\in \Omega,\quad \gamma\geq 0,\quad\| z-z^k\|\leq\gamma\| F(z^k)\|,\\ \| F(z^k)+ G(z^k)(z- z^k)\|\leq\gamma\| F(z^k)\|^2\end{gathered} \] is solved where \(\|\cdot\|\) denotes arbitrary norms. (If the infinity norms are used and if the set \(\Omega\) is polyhedral, then the subproblems are linear programming problems.) -- It is shown in the main theorem that under suitable assumptions the method converges locally quadratically to a solution of the system. In the second part of the paper, the authors analyze the used assumptions and apply the results to establish local convergence properties in the case of KKT systems.
    0 references
    systems of equations
    0 references
    Newton-type method
    0 references
    quadratic convergence
    0 references
    nonisolated solution
    0 references
    KKT system
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references