A generalized Jacobian based Newton method for semismooth block-triangular system of equations

DOI10.1016/J.CAM.2006.05.003MaRDI QIDQ2372931zbMATH OpenOpenAlexFDO

Authors Marek J. Śmietański

Publication date 17 July 2007

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

Full work available at URL https://doi.org/10.1016/j.cam.2006.05.003

zbMATH Keywords

block-triangular structuregeneralized Newton methodnonsmooth equationsparametrization of Newton methodsemismooth sparse systemssuperlinear convergence

Mathematics Subject Classification ID

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

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Cites work

• A globally convergent inexact-Newton method for solving reducible nonlinear systems of equations
• A nonmonotone semismooth inexact Newton method
• A nonsmooth version of Newton's method
• A note on the decomposition of systems of sparse non-linear equations
• A parameterized Newton method and a quasi-Newton method for nonsmooth equations
• A preconditioner for solving large-scale variational inequality problems by a semismooth inexact approach
• An approximate Newton method for non-smooth equations with finite max functions
• Approximate Newton methods for nonsmooth equations
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Engineering and Economic Applications of Complementarity Problems
• scientific article; zbMATH DE number 50640 (Why is no real title available?)
• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• Inexact Newton methods for solving nonsmooth equations
• Inexact-Newton methods for semismooth systems of equations with block-angular structure
• Local structure of feasible sets in nonlinear programming, Part III: Stability and sensitivity
• Modification of a Quasi-Newton Method for Nonlinear Equations with a Sparse Jacobian
• Newton and Quasi-Newton Methods for a Class of Nonsmooth Equations and Related Problems
• Newton methods for solving nonsmooth equations via a new subdifferential
• Newton's method for the nonlinear complementarity problem: a B- differentiable equation approach
• Secant methods for semismooth equations
• Semismooth and Semiconvex Functions in Constrained Optimization
• Triangular Decomposition Methods for Solving Reducible Nonlinear Systems of Equations

Cited in

(7)

• Inexact-Newton methods for semismooth systems of equations with block-angular structure
• Convergence of the modified SOR-Newton method for non-smooth equations
• Triangular Decomposition Methods for Solving Reducible Nonlinear Systems of Equations
• Pricing American bond options using a cubic spline collocation method
• A globally convergent inexact-Newton method for solving reducible nonlinear systems of equations
• Computation of generalized differentials in nonlinear complementarity problems
• A two-step SOR-Newton method for nonsmooth equations

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