On a Semismooth* Newton Method for Solving Generalized Equations
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Numerical optimization and variational techniques (65K10) Numerical methods for variational inequalities and related problems (65K15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of quasi-Newton type (90C53)
Abstract: In the paper, a Newton-type method for the solution of generalized equations (GEs) is derived, where the linearization concerns both the single-valued and the multi-valued part of the considered GE. The method is based on the new notion of semismoothness which, together with a suitable regularity condition, ensure the local superlinear convergence. An implementable version of the new method is derived for a class of GEs, frequently arising in optimization and equilibrium models.
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