Newton methods for solving two classes of nonsmooth equations. (Q1771826)
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English | Newton methods for solving two classes of nonsmooth equations. |
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Newton methods for solving two classes of nonsmooth equations. (English)
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19 April 2005
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The author considers systems of nonsmooth equations which are formed by max-type functions or by smooth compositions of max-type functions. The modification of the Newton method, proposed by the author, is based on the new definition of the differential for the functions \(F:\mathbb R^n\rightarrow \mathbb R^n.\) This method can be implemented more easily than previous ones because they do not require an element of the Clarke generalized Jacobian [cf. \textit{F. H. Clarke}, Optimization and nonsmooth analysis (1983; Zbl 0582.49001)]. The \(Q\)-superlinear convergence is proved.
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nonsmooth equations
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Newton method
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convergence
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max-type functions
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Clarke generalized Jacobian
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