NONSMOOTH EQUATIONS: MOTIVATION AND ALGORITHMS

被引:286
作者
Pang, Jong-Shi [1 ]
Qi, Liqun [2 ]
机构
[1] Johns Hopkins Univ, Dept Math Sci, Baltimore, MD 21218 USA
[2] Univ New S Wales, Dept Appl Math, Kensington, NSW 2033, Australia
基金
澳大利亚研究理事会; 美国国家科学基金会;
关键词
nonsmooth analysis; Newton methods; convergence theory; variational inequality; nonlinear programming; complementarity problems;
D O I
10.1137/0803021
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper reports on some recent developments in the area of solving of nonsmooth equations by generalized Newton methods. The emphasis is on three topics: motivation, characterization of superlinear convergence, and a new Gauss-Newton method for solving a certain class of nonsmooth equations. The characterization of superlinear convergence extends the classical result of Dennis and More for smooth equations and that of Ip and Kyparisis for B-ditferentiable equations. The Gauss-Newton method is different from that proposed recently by Han, Pang, and Rangaraj; it uses convex quadratic programs to generate descent directions for the least-squares merit function.
引用
收藏
页码:443 / 465
页数:23
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