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  5. Global Convergence of Damped Newton's Method for Nonsmooth Equations, via the Path Search

Global Convergence of Damped Newton's Method for Nonsmooth Equations, via the Path Search

File(s)
90-1181.ps (735.32 KB)
90-1181.pdf (3.32 MB)
Permanent Link(s)
https://hdl.handle.net/1813/7021
Collections
Computer Science Technical Reports
Author
Ralph, Daniel
Abstract

A natural damping of Newton's method for nonsmooth equations is presented. This damping, via the path search instead of the traditional line search, enlarges the domain of convergence of Newton's method and therefore is said to be globally convergent. Convergence behavior is like that of line search damped Newton's method for smooth equations, including Q-quadratic convergence rates under appropriate conditions. Applications of the path search include damping Robinson-Newton's method for nonsmooth normal equations corresponding to nonlinear complementarity problems and variational inequalities, hence damping both Wilson's method (sequential quadratic programming) for nonlinear programming and Josephy-Newton's method for generalized equations. Computational examples from nonlinear programming are given.

Date Issued
1990-12
Publisher
Cornell University
Keywords
computer science
•
technical report
Previously Published as
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR90-1181
Type
technical report

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