On a semi-smooth Newton method and its globalization

DOI10.1007/s10107-007-0196-3zbMath1164.65018OpenAlexW2073104520MaRDI QIDQ1016126

Kazufumi Ito, Karl Kunisch

Publication date: 4 May 2009

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: http://unipub.uni-graz.at/doi/10.1007/s10107-007-0196-3

zbMATH Keywords

superlinear convergencenon-smooth equationscomplementary problemprimal-dual active set strategydiscretized \(\ell ^{1}\)-regularization problemsglobalization semi-smooth Newton method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical computation of solutions to systems of equations (65H10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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Cites Work

• How to differentiate the projection on a convex set in Hilbert space. Some applications to variational inequalities
• Global optimization techniques for mixed complementarity problems
• On concepts of directional differentiability
• A nonsmooth version of Newton's method
• A comparison of algorithms for control constrained optimal control of the Burgers equation
• Newton's Method for B-Differentiable Equations
• Optimization and nonsmooth analysis
• Local structure of feasible sets in nonlinear programming, Part III: Stability and sensitivity
• Globally Convergent Newton Methods for Nonsmooth Equations
• Semismooth and Semiconvex Functions in Constrained Optimization
• The Primal-Dual Active Set Strategy as a Semismooth Newton Method
• An Infeasible Active Set Method for Quadratic Problems with Simple Bounds
• The Primal-Dual Active Set Method for Nonlinear Optimal Control Problems with Bilateral Constraints
• Inexact semismooth Newton methods for large-scale complementarity problems
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Finite-Dimensional Variational Inequalities and Complementarity Problems

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