We propose a new family of Newton-type methods for the solution of constrained systems of equations. Under suitable conditions, that do not include differentiability or local uniqueness of solutions, local, quadratic convergence to a solution of the system of equations can be established. We show that as particular instances of the method we obtain inexact versions of both a recently introduced LP-based Newton method and of a Levenberg-Marquardt algorithm for the solution of systems with nonisolated solutions, and improve on corresponding existing results.

A family of Newton methods for nonsmooth constrained systems with nonisolated solutions / Facchinei, Francisco; Fischer, Andreas; Herrich, Markus. - In: MATHEMATICAL METHODS OF OPERATIONS RESEARCH. - ISSN 1432-2994. - 77:3(2013), pp. 433-443. [10.1007/s00186-012-0419-0]

A family of Newton methods for nonsmooth constrained systems with nonisolated solutions

FACCHINEI, Francisco;
2013

Abstract

We propose a new family of Newton-type methods for the solution of constrained systems of equations. Under suitable conditions, that do not include differentiability or local uniqueness of solutions, local, quadratic convergence to a solution of the system of equations can be established. We show that as particular instances of the method we obtain inexact versions of both a recently introduced LP-based Newton method and of a Levenberg-Marquardt algorithm for the solution of systems with nonisolated solutions, and improve on corresponding existing results.
2013
inexact newton method; levenberg-marquardt method; nonisolated solution; nonsmooth system; quadratic convergence; · inexact newton method
01 Pubblicazione su rivista::01a Articolo in rivista
A family of Newton methods for nonsmooth constrained systems with nonisolated solutions / Facchinei, Francisco; Fischer, Andreas; Herrich, Markus. - In: MATHEMATICAL METHODS OF OPERATIONS RESEARCH. - ISSN 1432-2994. - 77:3(2013), pp. 433-443. [10.1007/s00186-012-0419-0]
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