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Newton-Type Methods for Quasidifferentiable Equations

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  • L. W. Zhang
  • Z. Q. Xia

Abstract

In this paper, we present two Newton-type methods for solving quasidifferentiable equations in the sense of Demyanov and Rubinov (Ref. 1). Method I is well defined and is a natural extension of the classical Newton method, based on a generalized Kakutani fixed-point theorem. Method II is a simplified version and requires less computation than Method I. Under some mild assumptions, we establish a locally quadratic convergent theorem for Method I and prove a semilocal convergence theorem for Method II.

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  • L. W. Zhang & Z. Q. Xia, 2001. "Newton-Type Methods for Quasidifferentiable Equations," Journal of Optimization Theory and Applications, Springer, vol. 108(2), pages 439-456, February.
    • Handle: RePEc:spr:joptap:v:108:y:2001:i:2:d:10.1023_a:1026498519948
    DOI: 10.1023/A:1026498519948
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    References listed on IDEAS

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    1. Liqun Qi & Houyuan Jiang, 1997. "Semismooth Karush-Kuhn-Tucker Equations and Convergence Analysis of Newton and Quasi-Newton Methods for Solving these Equations," Mathematics of Operations Research, INFORMS, vol. 22(2), pages 301-325, May.
    2. Liqun Qi, 1993. "Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations," Mathematics of Operations Research, INFORMS, vol. 18(1), pages 227-244, February.
    3. Stephen M. Robinson, 1980. "Strongly Regular Generalized Equations," Mathematics of Operations Research, INFORMS, vol. 5(1), pages 43-62, February.
    4. Jong-Shi Pang, 1990. "Newton's Method for B-Differentiable Equations," Mathematics of Operations Research, INFORMS, vol. 15(2), pages 311-341, May.
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    Cited by:

    1. Y. Gao, 2006. "Newton Methods for Quasidifferentiable Equations and Their Convergence," Journal of Optimization Theory and Applications, Springer, vol. 131(3), pages 417-428, December.

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