C Xxxxx Society for Industrial and Applied Mathematics a Globally Convergent Lp–newton Method *
نویسندگان
چکیده
We develop a globally convergent algorithm based on the LP-Newton method which has been recently proposed for solving constrained equations, possibly nonsmooth and possibly with nonisolated solutions. The new algorithm makes use of linesearch for the natural merit function, and preserves the strong local convergence properties of the original LP-Newton scheme. We also present computational experiments on a set of generalized Nash equilibrium problems, and a comparison with the previous hybrid globalization employing the potential reduction method.
منابع مشابه
A Globally Convergent LP-Newton Method
We develop a globally convergent algorithm based on the LP-Newton method, which has been recently proposed for solving constrained equations, possibly nonsmooth and possibly with nonisolated solutions. The new algorithm makes use of linesearch for the natural merit function and preserves the strong local convergence properties of the original LP-Newton scheme. We also present computational expe...
متن کاملA globally convergent LP-Newton method for piecewise smooth constrained equations: escaping nonstationary accumulation points
The LP-Newton method for constrained equations, introduced some years ago, has powerful properties of local superlinear convergence, covering both possibly nonisolated solutions and possibly nonsmooth equation mappings. A related globally convergent algorithm, based on the LP-Newton subproblems and linesearch for the equation’s infinity-norm residual, has recently been developed. In the case of...
متن کاملA uniform approximation method to solve absolute value equation
In this paper, we propose a parametric uniform approximation method to solve NP-hard absolute value equations. For this, we uniformly approximate absolute value in such a way that the nonsmooth absolute value equation can be formulated as a smooth nonlinear equation. By solving the parametric smooth nonlinear equation using Newton method, for a decreasing sequence of parameters, we can get the ...
متن کاملSPLINE COLLOCATION FOR NONLINEAR FREDHOLM INTEGRAL EQUATIONS
The collocation method based on cubic B-spline, is developed to approximate the solution of second kind nonlinear Fredholm integral equations. First of all, we collocate the solution by B-spline collocation method then the Newton-Cotes formula use to approximate the integrand. Convergence analysis has been investigated and proved that the quadrature rule is third order convergent. The presented...
متن کاملA Quadratically Convergent Interior-Point Algorithm for the P*(κ)-Matrix Horizontal Linear Complementarity Problem
In this paper, we present a new path-following interior-point algorithm for -horizontal linear complementarity problems (HLCPs). The algorithm uses only full-Newton steps which has the advantage that no line searchs are needed. Moreover, we obtain the currently best known iteration bound for the algorithm with small-update method, namely, , which is as good as the linear analogue.
متن کامل