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On a Semismooth* Newton Method for Solving Generalized Equations
SIAM Journal on Optimization ( IF 2.6 ) Pub Date : 2021-02-02 , DOI: 10.1137/19m1257408
Helmut Gfrerer , Jiří V. Outrata

SIAM Journal on Optimization, Volume 31, Issue 1, Page 489-517, January 2021.
In the paper, a Newton-type method for the solution of generalized equations (GEs) is derived, where the linearization concerns both the single-valued and the multivalued part of the considered GE. The method is based on the new notion of semismoothness${}^*$, which, together with a suitable regularity condition, ensures the local superlinear convergence. An implementable version of the new method is derived for a class of GEs, frequently arising in optimization and equilibrium models.


中文翻译:

关于求解广义方程的半光滑*牛顿法

SIAM优化杂志,第31卷,第1期,第489-517页,2021
年1月。在本文中,推导了一种用于求解广义方程(GE)的牛顿型方法,其中线性化既涉及单值问题,也涉及线性问题。考虑的GE的多值部分。该方法基于新的半光滑度$ {} ^ * $的概念,该概念与适当的规则性条件一起确保局部超线性收敛。新方法的可实现版本是针对一类通用电气产生的,通常在优化和平衡模型中出现。
更新日期:2021-03-21
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