Remarks on the generalized Newton method

Remarks on the generalized Newton method

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Article ID: iaor19941879
Country: Netherlands
Volume: 59
Issue: 1
Start Page Number: 405
End Page Number: 412
Publication Date: May 1993
Journal: Mathematical Programming (Series A)
Authors:
Abstract:

The paper gives some convergence results for the generalized Newton method for the computation of zeros of nondifferentiable functions which it proposed in an earlier work. The present results show that the generalized method can converge quadratically when used to compute the zeros of the sum of a differentiable function and the (multivalued) subgradient of a lower semicontinuous proper convex function. The method is therefore effective for variational inequalities and can be used to find the minimum of a function which is the sum of a twice-differentiable convex function and a lower semicontinuous proper convex function. A numerical example is given.

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