INEXACT NEWTON METHODS FOR SOLVING NONSMOOTH EQUATIONS

被引：100

作者：

MARTINEZ, JM

QI, LQ

机构：

[1] UNIV CAMPINAS,IMECC,DEPT APPL MATH,BR-13081 CAMPINAS,SP,BRAZIL

[2] UNIV NEW S WALES,DEPT APPL MATH,SYDNEY,NSW 2052,AUSTRALIA

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 1995年 / 60卷 / 1-2期

基金：

澳大利亚研究理事会; 巴西圣保罗研究基金会;

关键词：

NONSMOOTH ANALYSIS; INEXACT NEWTON METHODS; SUPERLINEAR CONVERGENCE; GLOBAL CONVERGENCE;

D O I：

10.1016/0377-0427(94)00088-I

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper investigates inexact Newton methods for solving systems of nonsmooth equations. We define two inexact Newton methods for locally Lipschitz functions and we prove local (linear and superlinear) convergence results under the assumptions of semismoothness and ED-regularity at the solution. We introduce a globally convergent inexact iteration function based method. We discuss implementations and we give some numerical examples.

引用

页码：127 / 145

页数：19

共 51 条

[1] HYBRID KRYLOV METHODS FOR NONLINEAR-SYSTEMS OF EQUATIONS [J].

BROWN, PN ;

SAAD, Y .

SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1990, 11 (03) :450-481

[2]

Broyden C. G., 1973, Journal of the Institute of Mathematics and Its Applications, V12, P223

[3]

BROYDEN CG, 1965, MATH COMPUT, V19, P577, DOI DOI 10.1090/S0025-5718-1965-0198670-6

[4]

Chandrasekhar S., 1960, RAD TRANSFER

[5] ON THE CONVERGENCE OF BROYDEN-LIKE METHODS FOR NONLINEAR EQUATIONS WITH NONDIFFERENTIABLE TERMS [J].

CHEN, X .

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1990, 42 (02) :387-401

[6]

CHEN X, 1992, COMPUTING, V48, P87

[7]

CHEN X, 1993, APPL MATH

[8]

CHEN X, 1994, COMPUT OPTIM APPL, V3, P157

[9]

Clarke FH., 1983, OPTIMIZATION NONSMOO, P357

[10]

DEMBO RS, 1982, SIAM J NUMER ANAL, V14, P400

← 1 2 3 4 5 6 →