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1.
A nonsmooth version of Newton's method   总被引：68，自引：0，他引：68
Newton's method for solving a nonlinear equation of several variables is extended to a nonsmooth case by using the generalized Jacobian instead of the derivative. This extension includes the B-derivative version of Newton's method as a special case. Convergence theorems are proved under the condition of semismoothness. It is shown that the gradient function of the augmented Lagrangian forC 2-nonlinear programming is semismooth. Thus, the extended Newton's method can be used in the augmented Lagrangian method for solving nonlinear programs.This author's work is supported in part by the Australian Research Council.This author's work is supported in part by the National Science Foundation under grant DDM-8721709.  相似文献
2.
The paper deals with complementarity problems CP(F), where the underlying functionF is assumed to be locally Lipschitzian. Based on a special equivalent reformulation of CP(F) as a system of equationsφ(x)=0 or as the problem of minimizing the merit functionΘ=1/2∥Φ2 2 , we extend results which hold for sufficiently smooth functionsF to the nonsmooth case. In particular, ifF is monotone in a neighbourhood ofx, it is proved that 0 εδθ(x) is necessary and sufficient forx to be a solution of CP(F). Moreover, for monotone functionsF, a simple derivative-free algorithm that reducesΘ is shown to possess global convergence properties. Finally, the local behaviour of a generalized Newton method is analyzed. To this end, the result by Mifflin that the composition of semismooth functions is again semismooth is extended top-order semismooth functions. Under a suitable regularity condition and ifF isp-order semismooth the generalized Newton method is shown to be locally well defined and superlinearly convergent with the order of 1+p.  相似文献
3.
In this paper we present a new algorithm for the solution of nonlinear complementarity problems. The algorithm is based on a semismooth equation reformulation of the complementarity problem. We exploit the recent extension of Newton's method to semismooth systems of equations and the fact that the natural merit function associated to the equation reformulation is continuously differentiable to develop an algorithm whose global and quadratic convergence properties can be established under very mild assumptions. Other interesting features of the new algorithm are an extreme simplicity along with a low computational burden per iteration. We include numerical tests which show the viability of the approach.  相似文献
4.

5.
In this paper, we propose a Newton-type method for solving a semismooth reformulation of monotone complementarity problems. In this method, a direction-finding subproblem, which is a system of linear equations, is uniquely solvable at each iteration. Moreover, the obtained search direction always affords a direction of sufficient decrease for the merit function defined as the squared residual for the semismooth equation equivalent to the complementarity problem. We show that the algorithm is globally convergent under some mild assumptions. Next, by slightly modifying the direction-finding problem, we propose another Newton-type method, which may be considered a restricted version of the first algorithm. We show that this algorithm has a superlinear, or possibly quadratic, rate of convergence under suitable assumptions. Finally, some numerical results are presented. Supported by Research Fellowships of the Japan Society for the Promotion of Science for Young Scientists. Supported in part by the Scientific Research Grant-in-Aid from the Ministry of Education, Science and Culture, Japan.  相似文献
6.
P0-函数箱约束变分不等式的正则半光滑牛顿法   总被引：8，自引：0，他引：8
1引言设X C R~n,F：R~n→R~n,变分不等式Ⅵ(X,F)是指：求x∈X,使F(x)~T(y-x)≥0,(?)_y∈X．(1)记i∈N={1,2,…,n},当X=[a,b]：={x∈(?)~n|a_i≤x_i≤b_i,i∈N}时,称Ⅵ(X,F)为箱约束变分不等式(也有些文献称为混合互补问题),记为Ⅵ(a,b,F)．若a_i=0,b_i= ∞,i∈N,即X=(?)_ ~n：={x∈(?)~n|x≥0}时,Ⅵ(a,b,F)化为非线性互补问题NCP(F)：求x∈(?)_ ~n,使x≥0,F(x)≥0,x~TF(x)=0．(2)  相似文献
7.

１．引 言设，变分不等式，记为ＶＩ（Ｘ，Ｆ），是指：求ｘ＝Ｘ使记为箱式约束时，称 ＶＩ（Ｘ，Ｆ）为箱约束变分不等式，记为 ＶＩ（［ａ，ｂ］，Ｆ）．若ａｉ＝０，ｂｉ＝＋∞，　　　　　　　　　　　　　　　　　　　　　　　　　为非线性互补问题ＮＣＰ（Ｆ）：求ｘ∈Ｒ  相似文献
8.
A Smoothing Newton Method for Semi-Infinite Programming   总被引：5，自引：0，他引：5
This paper is concerned with numerical methods for solving a semi-infinite programming problem. We reformulate the equations and nonlinear complementarity conditions of the first order optimality condition of the problem into a system of semismooth equations. By using a perturbed Fischer–Burmeister function, we develop a smoothing Newton method for solving this system of semismooth equations. An advantage of the proposed method is that at each iteration, only a system of linear equations is solved. We prove that under standard assumptions, the iterate sequence generated by the smoothing Newton method converges superlinearly/quadratically.  相似文献
9.
Let be the Lorentz/second-order cone in . For any function f from to , one can define a corresponding function fsoc(x) on by applying f to the spectral values of the spectral decomposition of x with respect to . We show that this vector-valued function inherits from f the properties of continuity, (local) Lipschitz continuity, directional differentiability, Fréchet differentiability, continuous differentiability, as well as (-order) semismoothness. These results are useful for designing and analyzing smoothing methods and nonsmooth methods for solving second-order cone programs and complementarity problems.Mathematics Subject Classification (1991): 26A27, 26B05, 26B35, 49J52, 90C33, 65K05  相似文献
10.
Received January 5, 1997 / Revised version received November 19, 1997 Published online November 24, 1998  相似文献