Convergence of inexact Newton methods for generalized equations

DOI10.1007/S10107-013-0664-XMaRDI QIDQ353160zbMATH OpenOpenAlexFDO

Authors A. L. Dontchev, R. T. Rockafellar

Publication date 12 July 2013

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

Full work available at URL https://doi.org/10.1007/s10107-013-0664-x

zbMATH Keywords

metric regularityvariational inequalitygeneralized equationsinexact Newton methodmetric subregularitysurely executable methods

Mathematics Subject Classification ID

Nonlinear programming (90C30) Variational inequalities (49J40) Set-valued and variational analysis (49J53) Sensitivity, stability, well-posedness (49K40) Newton-type methods (49M15) Numerical methods for variational inequalities and related problems (65K15)

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Cites work

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• Inexact Newton-type methods
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• Metric regularity of Newton's iteration
• On local convergence of sequential quadratically-constrained quadratic-programming type methods, with an extension to variational problems
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• Strongly Regular Generalized Equations

Cited in

(39)

• Metric regularity of Newton's iteration
• Secant-inexact projection algorithms for solving a new class of constrained mixed generalized equations problems
• On Newton's method for solving generalized equations
• Globally convergent inexact generalized Newton's methods for nonsmooth equations
• Newton's method with feasible inexact projections for solving constrained generalized equations
• Convergence of quasi-Newton methods for solving constrained generalized equations
• Inexact Newton method for non-linear functions with values in a cone
• Metrically regular mappings and its application to convergence analysis of a confined Newton-type method for nonsmooth generalized equations
• Approximations and generalized Newton methods
• Newton's method for solving generalized equations without Lipschitz condition
• Convergence of an inexact generalized Newton method with a scaled residual control
• Regularity of Newton's iteration for general parametric variational system
• On a unified convergence analysis for Newton-type methods solving generalized equations with the Aubin property
• Convergence analysis of a variant of Newton-type method for generalized equations
• Stochastic variational inequalities: single-stage to multistage
• scientific article; zbMATH DE number 2070796 (Why is no real title available?)
• An inexact successive quadratic approximation method for L-1 regularized optimization
• A Predictor-Corrector Path-Following Algorithm for Dual-Degenerate Parametric Optimization Problems
• Convergence of nonsmooth version of Newton's method for generalized equations
• Metrically regular mapping and its utilization to convergence analysis of a restricted inexact Newton-type method
• Global and finite convergence of a generalized Newton method for absolute value equations
• On semiregularity of mappings
• Newton's method for fully parameterized generalized equations
• Inexact Newton methods and Dennis-Moré theorems for nonsmooth generalized equations
• Local convergence analysis of inexact Newton method with relative residual error tolerance under majorant condition in Riemannian manifolds
• Local convergence analysis of Newton's method for solving strongly regular generalized equations
• Inexact Newton's method to nonlinear functions with values in a cone
• scientific article; zbMATH DE number 7407401 (Why is no real title available?)
• Local convergence analysis of an inexact trust-region method for nonsmooth optimization
• scientific article; zbMATH DE number 1888558 (Why is no real title available?)
• Convergent conditions of the generalized Newton method for absolute value equation over second order cones
• Stability of metric regularity with set-valued perturbations and application to Newton's method for solving generalized equations
• Kantorovich's theorem on Newton's method for solving strongly regular generalized equation
• Lipschitz-like mapping and its application to convergence analysis of a variant of Newton's method
• Stability analysis of Gauss-type proximal point method for metrically regular mappings
• Convergence properties of a restricted Newton-type method for generalized equations with metrically regular mappings
• scientific article; zbMATH DE number 2202899 (Why is no real title available?)
• Hölder strong metric subregularity and its applications to convergence analysis of inexact Newton methods
• Local convergence of some iterative methods for generalized equations.

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