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.
引用
收藏
页码:140 / 169
页数:30
相关论文
共 50 条
  • [31] Derivative free Newton-type method for fuzzy nonlinear equations
    Aal, Mohammad Abdel
    JOURNAL OF MATHEMATICS AND COMPUTER SCIENCE-JMCS, 2024, 34 (03): : 234 - 242
  • [32] An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions
    Facchinei, Francisco
    Fischer, Andreas
    Herrich, Markus
    MATHEMATICAL PROGRAMMING, 2014, 146 (1-2) : 1 - 36
  • [33] Local behavior of an iterative framework for generalized equations with nonisolated solutions
    Andreas Fischer
    Mathematical Programming, 2002, 94 : 91 - 124
  • [34] On the convergence of Newton-type methods under mild differentiability conditions
    Argyros, Ioannis K.
    Hilout, Said
    NUMERICAL ALGORITHMS, 2009, 52 (04) : 701 - 726
  • [35] A family of Newton-type methods with seventh and eighth-order of convergence for solving systems of nonlinear equations
    Zhanlav, Tugal
    Mijiddorj, Renchin-Ochir
    Otgondorj, Khuder
    HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, 2023, 52 (04): : 1006 - 1021
  • [36] A modified Newton-type method with sixth-order convergence for solving nonlinear equations
    Fang, Liang
    Chen, Tao
    Tian, Li
    Sun, Li
    Chen, Bin
    CEIS 2011, 2011, 15
  • [37] Majorizing functions and two-point Newton-type methods
    Chen, Jinhai
    Argyros, Ioannis K.
    Agarwal, Ravi P.
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2010, 234 (05) : 1473 - 1484
  • [38] On the convergence of Newton-type methods under mild differentiability conditions
    Ioannis K. Argyros
    Saïd Hilout
    Numerical Algorithms, 2009, 52 : 701 - 726
  • [39] Convergence of the Newton-type methods for the square inverse singular value problems with multiple and zero singular values
    Shen, Weiping
    Hu, Yaohua
    Li, Chong
    Yao, Jen-Chih
    APPLIED NUMERICAL MATHEMATICS, 2019, 143 : 172 - 187
  • [40] Improved smoothing Newton methods for symmetric cone complementarity problems
    Li, Yuan Min
    Wang, Xing Tao
    Wei, De Yun
    OPTIMIZATION LETTERS, 2012, 6 (03) : 471 - 487