CONVERGENCE OF NONSMOOTH VERSION OF NEWTON'S METHOD FOR GENERALIZED

Yan Zhang, Jinhua Wang, Sy-Ming Guu

Research output: Contribution to journalJournal Article peer-review

Abstract

Consider a generalized equation problem: Find a point z is an element of R-n such that 0 is an element of F(z) + T(z), where F : R-n -> R-n is a semismooth mapping and T : R-n paired right arrows R-n is a set-valued and maximal monotone operator. We construct a nonsmooth version of Newton's method to solve the generalized equation. The local convergence result of sequences generated by Newton's method is established. In particular, applications to variational inequality problems are provided.
Original languageAmerican English
Pages (from-to)865-878
JournalJournal of Nonlinear and Convex Analysis
Volume17
Issue number5
StatePublished - 2016

Keywords

  • BANACH-SPACE
  • EQUATIONS
  • NONLINEAR COMPLEMENTARITY-PROBLEMS
  • Newton's method
  • OPERATORS
  • Set-valued mapping
  • UNIQUENESS
  • VARIATIONAL INEQUALITY
  • generalized equation
  • semismoothness

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