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Inexact Newton Methods for Semismooth Equations with Applications to Variational Inequality Problems

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Nonlinear Optimization and Applications

Abstract

We consider the local behaviour of inexact Newton methods for the solution of a semismooth system of equations. In particular, we give a complete characterization of the Q-superlinear and Q-quadratic convergence of inexact Newton methods. We then apply these results to a particular semismooth system of equations arising from variational inequality problems, and present a globally and locally fast convergent algorithm for its solution.

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Facchinei, F., Fischer, A., Kanzow, C. (1996). Inexact Newton Methods for Semismooth Equations with Applications to Variational Inequality Problems. In: Di Pillo, G., Giannessi, F. (eds) Nonlinear Optimization and Applications. Springer, Boston, MA. https://doi.org/10.1007/978-1-4899-0289-4_9

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  • DOI: https://doi.org/10.1007/978-1-4899-0289-4_9

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4899-0291-7

  • Online ISBN: 978-1-4899-0289-4

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