Local Attractors of Newton-Type Methods for Constrained Equations and Complementarity Problems with Nonisolated Solutions

被引:8
|
作者
Fischer, Andreas [1 ]
Izmailov, Alexey F. [2 ,3 ]
Solodov, Mikhail V. [4 ]
机构
[1] Tech Univ Dresden, Fac Math, D-01062 Dresden, Germany
[2] Lomonosov Moscow State Univ, OR Dept, MSU, VMK Fac, Uchebniy Korpus 2, Moscow 119991, Russia
[3] RUDN Univ, Miklukho Maklaya Str 6, Moscow 117198, Russia
[4] IMPA, Estr Dona Castorina 110, BR-22460320 Rio De Janeiro, RJ, Brazil
基金
俄罗斯科学基金会;
关键词
Constrained equation; Complementarity problem; Nonisolated solution; 2-Regularity; Newton-type method; Levenberg-Marquardt method; LP-Newton method; Piecewise Newton method; 47J05; 90C33; 65K15; CONVERGENCE PROPERTIES; NONLINEAR EQUATIONS; SYSTEMS;
D O I
10.1007/s10957-018-1297-2
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
For constrained equations with nonisolated solutions, we show that if the equation mapping is 2-regular at a given solution with respect to a direction in the null space of the Jacobian, and this direction is interior feasible, then there is an associated domain of starting points from which a family of Newton-type methods is well defined and necessarily converges to this specific solution (despite degeneracy, and despite that there are other solutions nearby). We note that unlike the common settings of convergence analyses, our assumptions subsume that a local Lipschitzian error bound does not hold for the solution in question. Our results apply to constrained and projected variants of the Gauss-Newton, Levenberg-Marquardt, and LP-Newton methods. Applications to smooth and piecewise smooth reformulations of complementarity problems are also discussed.
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页码:140 / 169
页数:30
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