0541231 - ÚTIA 2022 RIV US eng J - Článek v odborném periodiku
Gfrerer, H. - Outrata, Jiří
On a Semismooth* Newton Method for Solving Generalized Equations.
SIAM Journal on Optimization. Roč. 31, č. 1 (2021), s. 489-517. ISSN 1052-6234. E-ISSN 1095-7189
Grant CEP: GA ČR GA17-04301S
Institucionální podpora: RVO:67985556
Klíčová slova: Newton method * semismoothness* * superlinear convergence * generalized equation * coderivatives
Obor OECD: Pure mathematics
Impakt faktor: 2.763, rok: 2021
Způsob publikování: Omezený přístup
Web výsledku:
http://library.utia.cas.cz/separaty/2021/MTR/outrata-0541231.pdf https://epubs.siam.org/doi/10.1137/19M1257408
DOI: https://doi.org/10.1137/19M1257408

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.


Trvalý link: http://hdl.handle.net/11104/0318817