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.File | Dimensione | Formato | |
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