Globally convergent inexact generalized Newton's methods for nonsmooth equations (Q5957941)

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scientific article; zbMATH DE number 1719269
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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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