On a Semismooth* Newton Method for Solving Generalized Equations
Result description
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.n
Keywords
Newton methodsemismoothness*superlinear convergencegeneralized equationcoderivatives
The result's identifiers
Result code in IS VaVaI
Result on the web
DOI - Digital Object Identifier
Alternative languages
Result language
angličtina
Original language name
On a Semismooth* Newton Method for Solving Generalized Equations
Original language description
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.n
Czech name
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Czech description
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Classification
Type
Jimp - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10101 - Pure mathematics
Result continuities
Project
GA17-04301S: Advanced mathematical methods for dissipative evolutionary systems
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2021
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
SIAM Journal on Optimization
ISSN
1052-6234
e-ISSN
1095-7189
Volume of the periodical
31
Issue of the periodical within the volume
1
Country of publishing house
US - UNITED STATES
Number of pages
29
Pages from-to
489-517
UT code for WoS article
000636678300020
EID of the result in the Scopus database
2-s2.0-85102060544
Basic information
Result type
Jimp - Article in a specialist periodical, which is included in the Web of Science database
OECD FORD
Pure mathematics
Year of implementation
2021