Generalized Newton's method based on graphical derivatives

DOI10.1016/J.NA.2011.06.039zbMATH Open1236.49069arXiv1009.0410OpenAlexW2120693501MaRDI QIDQ654072FDOQ654072

Hung M. Phan, Christian Kanzow, Boris S. Mordukhovich, T. Hoheisel

Publication date: 21 December 2011

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Abstract: This paper concerns developing a numerical method of the Newton type to solve systems of nonlinear equations described by nonsmooth continuous functions. We propose and justify a new generalized Newton algorithm based on graphical derivatives, which have never been used to derive a Newton-type method for solving nonsmooth equations. Based on advanced techniques of variational analysis and generalized differentiation, we establish the well-posedness of the algorithm, its local superlinear convergence, and its global convergence of the Kantorovich type. Our convergence results hold with no semismoothness assumption, which is illustrated by examples. The algorithm and main results obtained in the paper are compared with well-recognized semismooth and $B$-differentiable versions of Newton's method for nonsmooth Lipschitzian equations.

Full work available at URL: https://arxiv.org/abs/1009.0410

zbMATH Keywords

Newton's methodnonsmooth equationslocal and global convergencegraphical derivatives and coderivativesoptimization and variational analysis

Mathematics Subject Classification ID

Nonlinear programming (90C30) 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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Cited In (14)

• Erratum to ``Generalized Newton's method based on graphical derivatives
• Approximations and generalized Newton methods
• Complexity of the Newton method for set-valued maps
• A generalized univariate Newton method motivated by proximal regularization
• On a Semismooth* Newton Method for Solving Generalized Equations
• Semismoothness of the maximum eigenvalue function of a symmetric tensor and its application
• A generalized Newton–Raphson method using curvature
• On the Newton method for set-valued maps
• Newton's method with fractional derivatives and various iteration processes via visual analysis
• On (local) analysis of multifunctions via subspaces contained in graphs of generalized derivatives
• A Hausdorff-type distance, a directional derivative of a set-valued map and applications in set optimization
• Global convergence of a closed-loop regularized Newton method for solving monotone inclusions in Hilbert spaces
• Computing the Newtonian graph
• Globally convergent coderivative-based generalized Newton methods in nonsmooth optimization

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