On a semismooth* Newton method for solving generalized equations
Optimization and Control
2019-04-22 v1
Abstract
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 multi-valued part of the considered GE. The method is based on the new notion of semismoothness which, together with a suitable regularity condition, ensure 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.
Cite
@article{arxiv.1904.09167,
title = {On a semismooth* Newton method for solving generalized equations},
author = {H. Gfrerer and J. V. Outrata},
journal= {arXiv preprint arXiv:1904.09167},
year = {2019}
}