Title:
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A parametrized Newton method for nonsmooth equations with finitely many maximum functions (English) |
Author:
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Du, Shou-qiang |
Author:
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Gao, Yan |
Language:
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English |
Journal:
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Applications of Mathematics |
ISSN:
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0862-7940 (print) |
ISSN:
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1572-9109 (online) |
Volume:
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54 |
Issue:
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5 |
Year:
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2009 |
Pages:
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381-390 |
Summary lang:
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English |
. |
Category:
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math |
. |
Summary:
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In this paper we propose a parametrized Newton method for nonsmooth equations with finitely many maximum functions. The convergence result of this method is proved and numerical experiments are listed. (English) |
Keyword:
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nonsmooth equations |
Keyword:
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Newton method |
Keyword:
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convergence |
Keyword:
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numerical examples |
MSC:
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65H10 |
MSC:
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90C30 |
idZBL:
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Zbl 1212.65203 |
idMR:
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MR2545407 |
DOI:
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10.1007/s10492-009-0025-5 |
. |
Date available:
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2010-07-20T13:16:04Z |
Last updated:
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2020-07-02 |
Stable URL:
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http://hdl.handle.net/10338.dmlcz/140373 |
. |
Reference:
|
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Reference:
|
[2] Clarke, F. H.: Optimization and Nonsmooth Analysis.John Wiley & Sons New York (1983). Zbl 0582.49001, MR 0709590 |
Reference:
|
[3] Gao, Y.: Newton methods for solving two classes of nonsmooth equations.Appl. Math. 46 (2001), 215-229. Zbl 1068.65063, MR 1828306, 10.1023/A:1013791923957 |
Reference:
|
[4] Mifflin, R.: Semismooth and semiconvex functions in constrained optimization.SIAM J. Control. Optim. 15 (1997), 959-972. MR 0461556, 10.1137/0315061 |
Reference:
|
[5] Pang, J. S., Qi, L.: Nonsmooth equations: Motivation and algorithms.SIAM J. Optim. 3 (1993), 443-465. Zbl 0784.90082, MR 1230150, 10.1137/0803021 |
Reference:
|
[6] Potra, F. A., Qi, L., Sun, D.: Secant methods for semismooth equations.Numer. Math. 80 (1998), 305-324. Zbl 0914.65051, MR 1645041, 10.1007/s002110050369 |
Reference:
|
[7] Qi, L., Sun, J.: A nonsmooth version of Newton's method.Math. Program. Ser. A 58 (1993), 353-367. Zbl 0780.90090, MR 1216791, 10.1007/BF01581275 |
Reference:
|
[8] Qi, L.: Convergence analysis of some algorithms for solving nonsmooth equations.Math. Oper. Res. 18 (1993), 227-244. Zbl 0776.65037, MR 1250115, 10.1287/moor.18.1.227 |
Reference:
|
[9] Śmietański, M. J.: An approximate Newton method for non-smooth equations with finite max functions.Numer. Algorithms 41 (2006), 219-238. Zbl 1141.65031, MR 2222248, 10.1007/s11075-005-9009-z |
Reference:
|
[10] Śmietański, M. J.: On a new class parametrized Newton-like methods for semismooth equations.Appl. Math. Comput. 193 (2007), 430-437. MR 2385800, 10.1016/j.amc.2007.03.075 |
Reference:
|
[11] Sun, D., Han, J.: Newton and quasi-Newton methods for a class of nonsmooth equations and related problems.SIAM J. Optim. 7 (1997), 463-480. Zbl 0872.90087, MR 1443629, 10.1137/S1052623494274970 |
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