A perturbed version of an inexact generalized Newton method for solving nonsmooth equations

被引:5
|
作者
Smietanski, Marek J. [1 ]
机构
[1] Univ Lodz, Fac Math & Comp Sci, PL-90238 Lodz, Poland
关键词
Nonsmooth equations; Inexact Newton method; Inexact generalized Newton method; Perturbation; B-differential; Superlinear convergence; OPTIMIZATION; CONVERGENCE; ALGORITHM;
D O I
10.1007/s11075-012-9613-7
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we present the combination of the inexact Newton method and the generalized Newton method for solving nonsmooth equations F(x) = 0, characterizing the local convergence in terms of the perturbations and residuals. We assume that both iteration matrices taken from the B-differential and vectors F(x((k))) are perturbed at each step. Some results are motivated by the approach of Catinas regarding to smooth equations. We study the conditions, which determine admissible magnitude of perturbations to preserve the convergence of method. Finally, the utility of these results is considered based on some variant of the perturbed inexact generalized Newton method for solving some general optimization problems.
引用
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页码:89 / 106
页数:18
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