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WP-91-001.pdf

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3588 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3588 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3588 archive 351 disk0/00/00/35/62 2016-01-15 02:01:25 2021-08-27 17:14:05 2016-01-15 02:01:25 monograph show 2 Ralph D. AL1130 pub iis_met iis_sys prog_ado prog_sds A natural damping of Newton's method for nonsmooth equations is presented. This damping, via the path search instead of the traditional line search, enlarges the domain of convergence of Newton's method and therefore is said to be globally convergent. Convergence behavior is like that of line search damped Newton's method for smooth equations, including Q-quadratic convergence rates under appropriate conditions. Applications of the path search include damping Robinson-Newton's method for nonsmooth normal equations corresponding to nonlinear complementarity problems and variational inequalities, hence damping both Wilson's method (sequential quadratic programming) for nonlinear programming and Josephy-Newton's method for generalized equations. Computational examples from nonlinear programming are given. 1991-01 published WP-91-001 WP-91-001 10 2318 public working_paper IIASA, Laxenburg, Austria 42 FALSE info:eu-repo/semantics/book