On a semismooth* Newton method for solving generalized equations

H. Gfrerer; J. V. Outrata

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arXiv · 1904.09167

On a semismooth* Newton method for solving generalized equations

H. Gfrerer·J. V. Outrata

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Abstract

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 multi-valued part of the considered GE. The method is based on the new notion of semismoothness${}^*$ which, together with a suitable regularity condition, ensure 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.

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H. Gfrerer, J. V. Outrata. 2019-04-19. On a semismooth* Newton method for solving generalized equations. https://arxiv.org/abs/1904.09167

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