The embedding method for nonsmooth equations

DOI10.1007/S11741-997-0019-ZMaRDI QIDQ4391965zbMATH OpenOpenAlexFDO

Authors Deren Wang, Jian-Jun Zhang, Jianjun Zhang

Publication date 19 January 1999

Published in Journal of Shanghai University (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11741-997-0019-z

zbMATH Keywords

algorithmconvergenceembedding methodshomotopy solution curvenonlinear complementarity problemnonsmooth equationsnumerical examples

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20) Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

The authors present a class of embedding methods for nonsmooth equations. Under suitable conditions, they prove that there exists a homotopy solution curve which is unique and continuous. Moreover, they prove the solution curve to be single-valued with respect to the homotopy parameter. The authors construct an efficient algorithm for this class of equations and prove its convergence. Finally, the algorithm is applied to the nonlinear complementarity problem. The numerical results show that the algorithm is satisfactory.

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Cites work

• An Implicit-Function Theorem for a Class of Nonsmooth Functions
• scientific article; zbMATH DE number 69566 (Why is no real title available?)
• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• Local convergence of quasi-Newton methods for B-differentiable equations
• Mathematical foundations of nonsmooth embedding methods
• Newton's Method for B-Differentiable Equations
• Newton-like methods for solving underdetermined nonlinear equations with nondifferentiable terms

Cited in

(9)

• Nonmonotone path following methods for nonsmooth equations and complementarity problems
• A Smooth Embedding Domain Method Based On the Penalty Approach
• scientific article; zbMATH DE number 1501262 (Why is no real title available?)
• scientific article; zbMATH DE number 2161082 (Why is no real title available?)
• A numerical embedding method for solving the nonlinear optimization problem
• A generalized numerical embedding method for solving systems of nonsmooth equations. II. Algorithm and application
• The smooth extension embedding method with Chebyshev polynomials
• Mathematical foundations of nonsmooth embedding methods
• The embedding method for linear partial differential equations in unbounded and multiply connected domains

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