Newton methods for solving nonsmooth equations via a new subdifferential

Newton methods for solving nonsmooth equations via a new subdifferential

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Article ID: iaor2003750
Country: Germany
Volume: 54
Issue: 2
Start Page Number: 239
End Page Number: 257
Publication Date: Jan 2001
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors:
Abstract:

A new subdifferential for a locally Lipschitzian function is proposed. Based on this subdifferential, Newton methods and inexact-Newton methods for solving the system of nonsmooth equations and for solving the system of equations of smooth compositions of nonsmooth functions, are developed. The Q-superlinear convergence of Newton methods and the Q-linear convergence of inexact-Newton methods are shown. The present Newton methods and inexact-Newton methods could be viewed as the extensions of previous ones with same convergent results.

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