Local behavior of an iterative framework for generalized equations with nonisolated solutions

被引:93
作者
Fischer, A [1 ]
机构
[1] Tech Univ Dresden, Inst Numer Math, D-01062 Dresden, Germany
关键词
generalized equation; nonisolated solutions; Newton's method; superlinear convergence; upper Lipschitz-continuity; mixed complementarity problem; error bounds;
D O I
10.1007/s10107-002-0364-4
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
An iterative framework for solving generalized equations with nonisolated solutions is presented. For generalized equations with the structure 0 is an element of F(z) + T(z), where T is a multifunction and F is single-valued, the framework covers methods that, at each step, solve subproblems of the type 0 is an element of A(z, s) + T(z). The multifunction A approximates F around s. Besides a condition on the quality of this approximation, two other basic assumptions are employed to show Q-superlinear or Q-quadratic convergence of the iterates to a solution. A key assumption is the upper Lipschitz-continuity of the solution set map of the perturbed generalized equation 0 is an element of F(z) + T(z) + p. Moreover, the solvability of the subproblems is required. Conditions that ensure these assumptions are discussed in general and by means of several applications. They include monotone mixed complementarity problems, Karush-Kuhn-Tucker systems arising from nonlinear programs, and nonlinear equations. Particular results deal with error bounds and upper Lipschitz-continuity properties for these problems.
引用
收藏
页码:91 / 124
页数:34
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