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: | Facchinei Francisco, Fischer Andreas, Herrich Markus |
Keywords: | Newton method |
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.