0541231 - ÚTIA 2022 RIV US eng J - Journal Article
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
R&D Projects: GA ČR GA17-04301S
Institutional support: RVO:67985556
Keywords : Newton method * semismoothness* * superlinear convergence * generalized equation * coderivatives
OECD category: Pure mathematics
Impact factor: 2.763, year: 2021 ; AIS: 2.555, rok: 2021
Method of publishing: Limited access
Result website:
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.

Permanent Link: http://hdl.handle.net/11104/0318817