Set-valued approximations and Newton's methods

Set-valued approximations and Newton's methods

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Article ID: iaor20001063
Country: Germany
Volume: 84
Issue: 2
Start Page Number: 401
End Page Number: 420
Publication Date: Jan 1999
Journal: Mathematical Programming
Authors:
Abstract:

We introduce a point-based set-valued approximation for a mapping from Rn to Rm. Under the assumption of semi-smoothness of the mapping, we prove that the approximation can be obtained through the Clarke generalized Jacobian, Ioffe–Ralph generalized Jacobian, B-subdifferential and their approximations. As an application, we propose a generalized Newton's method based on the point-based set-valued approximation for solving nonsmooth equations. We show that the proposed method converges locally superlinearly without the assumption of semi-smoothness. Finally we include some well-known generalized Newton's methods in our method and consolidate the convergence results of these methods.

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