GLOBALLY CONVERGENT NEWTON METHODS FOR NONSMOOTH EQUATIONS

被引：48

作者：

HAN, SP ^{[1
]}

PANG, JS ^{[1
]}

RANGARAJ, N ^{[1
]}

机构：

[1] INDIAN INST TECHNOL,DEPT MECH ENGN,BOMBAY 400076,INDIA

来源：

MATHEMATICS OF OPERATIONS RESEARCH | 1992年 / 17卷 / 03期

关键词：

NONSMOOTH FUNCTIONS; NEWTON METHODS; GLOBAL CONVERGENCE; NONLINEAR PROGRAMS; COMPLEMENTARITY PROBLEMS; VARIATIONAL INEQUALITY PROBLEMS;

D O I：

10.1287/moor.17.3.586

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

This paper presents some globally convergent descent methods for solving systems of nonlinear equations defined by locally Lipschitzian functions. These methods resemble the well-known family of damped Newton and Gauss-Newton methods for solving systems of smooth equations; they generalize some recent Newton-like methods for solving B-differentiable equations which arise from various mathematical programs.

引用

页码：586 / 607

页数：22

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