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New Version of the Newton Method for Nonsmooth Equations

Author

Listed:
  • H. Xu

    (Ningbo University
    University of Dundee)

  • B. M. Glover

    (University of Ballarat)

Abstract

In this paper, an inexact Newton scheme is presented which produces a sequence of iterates in which the problem functions are differentiable. It is shown that the use of the inexact Newton scheme does not reduce the convergence rate significantly. To improve the algorithm further, we use a classical finite-difference approximation technique in this context. Locally superlinear convergence results are obtained under reasonable assumptions. To globalize the algorithm, we incorporate features designed to improve convergence from an arbitrary starting point. Convergence results are presented under the condition that the generalized Jacobian of the problem function is nonsingular. Finally, implementations are discussed and numerical results are presented.

Suggested Citation

  • H. Xu & B. M. Glover, 1997. "New Version of the Newton Method for Nonsmooth Equations," Journal of Optimization Theory and Applications, Springer, vol. 93(2), pages 395-415, May.
    • Handle: RePEc:spr:joptap:v:93:y:1997:i:2:d:10.1023_a:1022658208295
    DOI: 10.1023/A:1022658208295
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    References listed on IDEAS

    as
    1. Liqun Qi, 1993. "Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations," Mathematics of Operations Research, INFORMS, vol. 18(1), pages 227-244, February.
    2. 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. Long, Qiang & Wu, Changzhi & Wang, Xiangyu, 2015. "A system of nonsmooth equations solver based upon subgradient method," Applied Mathematics and Computation, Elsevier, vol. 251(C), pages 284-299.

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