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Hybrid Newton-Type Method for a Class of Semismooth Equations

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  • S. Pieraccini

    (Università di Firenze)

Abstract

In this paper, we present a hybrid method for the solution of a class of composite semismooth equations encountered frequently in applications. The method is obtained by combining a generalized finite-difference Newton method to an inexpensive direct search method. We prove that, under standard assumptions, the method is globally convergent with a local rate of convergence which is superlinear or quadratic. We report also several numerical results obtained applying the method to suitable reformulations of well-known nonlinear complementarity problems.

Suggested Citation

  • S. Pieraccini, 2002. "Hybrid Newton-Type Method for a Class of Semismooth Equations," Journal of Optimization Theory and Applications, Springer, vol. 112(2), pages 381-402, February.
    • Handle: RePEc:spr:joptap:v:112:y:2002:i:2:d:10.1023_a:1013610108041
    DOI: 10.1023/A:1013610108041
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    References listed on IDEAS

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    1. Liqun Qi, 1993. "Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations," Mathematics of Operations Research, INFORMS, vol. 18(1), pages 227-244, February.
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