Document Type
Technical Report
Abstract
This paper concerns developing a numerical method of the Newton type to solve systems of nonlinear equations described by nonsmooth continuous functions. We propose and justify a new generalized Newton algorithm based on graphical derivatives, which have never been used to derive a Newton-type method for solving nonsmooth equations. Based on advanced techniques of variational analysis and generalized differentiation, we establish the well-posedness of the algorithm, its local superlinear convergence, and its global convergence of the Kantorovich type. Our convergence results hold with no semismoothness assumption, which is illustrated by examples. The algorithm and main results obtained in the paper are compared with well-recognized semismooth and B-differentiable versions of Newton's method for nonsmooth Lipschitzian equations.
Number in Series
2010.10
Disciplines
Applied Mathematics | Mathematics | Numerical Analysis and Computation
AMS Subject Classification
49J53, 65K15, 90C30
Recommended Citation
Hoheisel, T; Kanzow, C; Mordukhovich, Boris S.; and Phan, Hung M., "Generalized Newton's Method Based on Graphical Derivatives" (2010). Mathematics Research Reports. 78.
https://digitalcommons.wayne.edu/math_reports/78
Comments
The research of these authors was partially supported by the US National Science Foundation under grants DMS-0603846 and DMS-1007132 and by the Australian Research Council under grant DP-12092508.