Inexact Newton methods for solving nonsmooth equations

DOI10.1016/0377-0427(94)00088-IzbMath0833.65045MaRDI QIDQ1900757

Liqun Qi, José Mario Martínez

Publication date: 26 November 1995

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

global convergenceinexact Newton methodsstopping criterianumerical experimentslocal convergenceiteration function

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10)

Related Items (68)

An efficient semismooth Newton method for adaptive sparse signal recovery problems ⋮ Some superlinearly convergent inexact generalized Newton method for solving nonsmooth equations ⋮ Smoothing Analysis of Two Robust Multigrid Methods for Elliptic Optimal Control Problems ⋮ Convergence behaviour of inexact Newton methods ⋮ The local convergence analysis of inexact quasi-Gauss-Newton method under the Hölder condition ⋮ Inexact Gauss-Newton like methods for injective-overdetermined systems of equations under a majorant condition ⋮ Iterative method with modification of the right-hand side vector for nonlinear complementarity problems ⋮ A generalized Jacobian based Newton method for semismooth block-triangular system of equations ⋮ Preconditioning PDE-constrained optimization with \(L^1\)-sparsity and control constraints ⋮ A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems ⋮ An interior-point affine-scaling trust-region method for semismooth equations with box constraints ⋮ An extension of the theory of secant preconditioners ⋮ Trust region algorithm for nonsmooth optimization ⋮ Approximate Newton methods for nonsmooth equations ⋮ New version of the Newton method for nonsmooth equations ⋮ A new filled function method for an unconstrained nonlinear equation ⋮ Inexact Newton method with feasible inexact projections for solving constrained smooth and nonsmooth equations ⋮ Inexact free derivative quasi-Newton method for large-scale nonlinear system of equations ⋮ A posteriori error estimates for a compositional two-phase flow with nonlinear complementarity constraints ⋮ Adaptive inexact smoothing Newton method for a nonconforming discretization of a variational inequality ⋮ Local convergence analysis of inexact Newton-like methods under majorant condition ⋮ The convergence analysis of inexact Gauss-Newton methods for nonlinear problems ⋮ A system of nonsmooth equations solver based upon subgradient method ⋮ The infinity Laplacian eigenvalue problem: reformulation and a numerical scheme ⋮ Some quadrature-based versions of the generalized Newton method for solving nonsmooth equations ⋮ A perturbed version of an inexact generalized Newton method for solving nonsmooth equations ⋮ Semilocal convergence analysis for inexact Newton method under weak condition ⋮ Unnamed Item ⋮ Numerical solutions to nonsmooth Dirichlet problems based on lumped mass finite element discretization ⋮ A new semi-local convergence theorem for the inexact Newton methods ⋮ Nonlinear Krylov subspace methods for solving nonsmooth equations ⋮ An inexact derivative-free Levenberg-Marquardt method for linear inequality constrained nonlinear systems under local error bound conditions ⋮ A multigrid solver for PDE-constrained optimization with uncertain inputs ⋮ Solving nonlinear systems of equations by means of quasi-neston methods with a nonmonotone stratgy^∗ ⋮ Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities ⋮ A nonmonotone Jacobian smoothing inexact Newton method for NCP ⋮ Globally convergent inexact generalized Newton method for first-order differentiable optimization problems ⋮ A convergence theorem for the inexact Newton methods based on Hölder continuous Fréchet derivative ⋮ Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization ⋮ Inexact semismooth Newton methods for large-scale complementarity problems ⋮ A Newton collocation method for solving dynamic bargaining games ⋮ On a numerical strategy to compute gravity currents of non-Newtonian fluids ⋮ Convergence of an inexact generalized Newton method with a scaled residual control ⋮ Convergence behaviour of inexact Newton methods under weak Lipschitz condition. ⋮ Inexact quasi-Newton global convergent method for solving constrained nonsmooth equations ⋮ A nonmonotone semismooth inexact Newton method ⋮ On a new class parametrized Newton-like method for semismooth equations ⋮ Globally convergent inexact generalized Newton's methods for nonsmooth equations ⋮ Quasi-Newton acceleration for equality-constrained minimization ⋮ Inexact Newton and quasi-Newton methods for the output feedback pole assignment problem ⋮ A duality-based approach for linear parabolic optimal control problems ⋮ Sequential M-stationarity conditions for general optimization problems ⋮ Convergence of a generalized Newton and an inexact generalized Newton algorithms for solving nonlinear equations with nondifferentiable terms ⋮ Semismooth SQP method for equality-constrained optimization problems with an application to the lifted reformulation of mathematical programs with complementarity constraints ⋮ Numerical methods for nonlinear equations ⋮ Globally convergent Jacobian smoothing inexact Newton methods for NCP ⋮ Local convergence analysis of inexact Gauss-Newton like methods under majorant condition ⋮ Adaptive inexact semismooth Newton methods for the contact problem between two membranes ⋮ An inexact parameterized newton method for B-differentiable equations ⋮ Semismooth and smoothing Newton methods for nonlinear systems with complementarity constraints: adaptivity and inexact resolution ⋮ Inexact generalized Newton methods for second order \(C\)-differentiable optimization ⋮ Inexact-Newton methods for semismooth systems of equations with block-angular structure ⋮ A preconditioner for solving large-scale variational inequality problems by a semismooth inexact approach ⋮ Complexity and performance of an Augmented Lagrangian algorithm ⋮ Practical quasi-Newton methods for solving nonlinear systems ⋮ An Inexact Semismooth Newton Method on Riemannian Manifolds with Application to Duality-Based Total Variation Denoising ⋮ A Newton-like method for solving a non-smooth elliptic equation ⋮ The R-linear convergence rate of an algorithm arising from the semi-smooth Newton method applied to 2D contact problems with friction

Uses Software

• minpack

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An interior point algorithm of O\((\sqrt m| \ln\varepsilon |)\) iterations for \(C^ 1\)-convex programming
• NE/SQP: A robust algorithm for the nonlinear complementarity problem
• A B-differentiable equation-based, globally and locally quadratically convergent algorithm for nonlinear programs, complementarity and variational inequality problems
• On the convergence of some quasi-Newton methods for nonlinear equations with nondifferentiable operators
• An inexact NE/SQP method for solving the nonlinear complementarity problem
• Local convergence of quasi-Newton methods for B-differentiable equations
• A degree-theoretic approach to parametric nonsmooth equations with multivalued perturbed solution sets
• A parameterized Newton method and a quasi-Newton method for nonsmooth equations
• Newton's method for a class of nonsmooth functions
• A globally convergent Newton method for convex \(SC^ 1\) minimization problems
• Newton's method for the nonlinear complementarity problem: a B- differentiable equation approach
• A nonsmooth version of Newton's method
• On the convergence of Broyden-like methods for nonlinear equations with nondifferentiable terms
• Nonsmooth Equations: Motivation and Algorithms
• Newton's Method for B-Differentiable Equations
• Fast secant methods for the iterative solution of large nonsymmetric linear systems
• Local Convergence Theory of Inexact Newton Methods Based on Structured Least Change Updates
• Hybrid Krylov Methods for Nonlinear Systems of Equations
• Spectral Projected Gradient Method with Inexact Restoration for Minimization with Nonconvex Constraints
• Local Convergence of Inexact Newton Methods
• EXTENSION OF NEWTON AND QUASI-NEWTON METHODS TO SYSTEMS OF PC^1 EQUATIONS
• Testing Unconstrained Optimization Software
• Inexact Newton Methods
• Global inexact Newton methods for very large scale nonlinear problems
• Comparing Algorithms for Solving Sparse Nonlinear Systems of Equations
• Globally Convergent Newton Methods for Nonsmooth Equations
• On the Global Convergence of Broyden's Method
• Semismooth and Semiconvex Functions in Constrained Optimization
• Least change update methods for nonlinear systems with nondifferentiable terms^∗
• Globally Convergent Inexact Newton Methods
• Global Convergence of Damped Newton's Method for Nonsmooth Equations via the Path Search
• Serial and Parallel Computation of Karush–Kuhn–Tucker Points via Nonsmooth Equations
• A special newton-type optimization method
• Convergence of Newton's Method for Singular Smooth and Nonsmooth Equations Using Adaptive Outer Inverses
• Semismooth Karush-Kuhn-Tucker Equations and Convergence Analysis of Newton and Quasi-Newton Methods for Solving these Equations
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• A Globally Convergent Successive Approximation Method for Severely Nonsmooth Equations
• Trust Region Algorithms for Solving Nonsmooth Equations
• On the Local and Superlinear Convergence of Quasi-Newton Methods
• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
• A Theory of Secant Preconditioners
• A Class of Methods for Solving Nonlinear Simultaneous Equations

This page was built for publication: Inexact Newton methods for solving nonsmooth equations