- Tytuł:
- Generalized Newton and NCP-methods: convergence, regularity, actions
- Autorzy:
- Kummer, Bernd
- Powiązania:
- https://bibliotekanauki.pl/articles/729371.pdf
- Data publikacji:
- 2000
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
nonsmooth functions
generalized Newton methods
critical points
complementarity
SQP methods
inverse mappings
regularity - Opis:
- Solutions of several problems can be modelled as solutions of nonsmooth equations. Then, Newton-type methods for solving such equations induce particular iteration steps (actions) and regularity requirements in the original problems. We study these actions and requirements for nonlinear complementarity problems (NCP's) and Karush-Kuhn-Tucker systems (KKT) of optimization models. We demonstrate their dependence on the applied Newton techniques and the corresponding reformulations. In this way, connections to SQP-methods, to penalty-barrier methods and to general properties of so-called NCP-functions are shown. Moreover, direct comparisons of the hypotheses and actions in terms of the original problems become possible. Besides, we point out the possibilities and bounds of such methods in dependence of smoothness.
- Źródło:
-
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2000, 20, 2; 209-244
1509-9407 - Pojawia się w:
- Discussiones Mathematicae, Differential Inclusions, Control and Optimization
- Dostawca treści:
- Biblioteka Nauki
Artykuł