GLOBALLY CONVERGENT NEWTON METHODS FOR NONSMOOTH EQUATIONS

• 成果类型: Article
• 署名作者: HAN, SP; PANG, JS; RANGARAJ, N
• 署名单位: Indian Institute of Technology System (IIT System); Indian Institute of Technology (IIT) - Bombay
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.17.3.586
• 发表日期: 1992
• 页码: 586-607
• 关键词: Complementarity

摘要

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.