A family of Newton methods for nonsmooth constrained systems with nonisolated solutions

A family of Newton methods for nonsmooth constrained systems with nonisolated solutions

0.00 Avg rating0 Votes
Article ID: iaor20133817
Volume: 77
Issue: 3
Start Page Number: 433
End Page Number: 443
Publication Date: Jun 2013
Journal: Mathematical Methods of Operations Research
Authors: , ,
Keywords: Newton method
Abstract:

We propose a new family of Newton‐type methods for the solution of constrained systems of equations. Under suitable conditions, that do not include differentiability or local uniqueness of solutions, local, quadratic convergence to a solution of the system of equations can be established. We show that as particular instances of the method we obtain inexact versions of both a recently introduced LP‐based Newton method and of a Levenberg‐Marquardt algorithm for the solution of systems with nonisolated solutions, and improve on corresponding existing results.

Reviews

Required fields are marked *. Your email address will not be published.