Globally convergent Newton methods for nonsmooth equations

Globally convergent Newton methods for nonsmooth equations

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Article ID: iaor1993786
Country: United States
Volume: 17
Issue: 3
Start Page Number: 586
End Page Number: 607
Publication Date: Aug 1992
Journal: Mathematics of Operations Research
Authors: , ,
Abstract:

This paper presents some globally convergent descent methods for solving systems of nonlinear equations defined by locally Lipschitzian functions. These methods resemble the well-known family of damped Newton and Gauss-Newton methods for solving systems of smooth equations; they generalize some recent Newton-like methods for solving B-differentiable equations which arise from various mathematical programs.

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