The Josephy-Newton method for semismooth generalized equations and semismooth SQP for optimizationстатья
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Дата последнего поиска статьи во внешних источниках: 19 июля 2013 г.
Аннотация:While generalized equations with differentiable single-valued base mappings and the associated Josephy–Newton method have been studied extensively, the setting with semismooth basemapping had not been previously considered (apart from the two special cases of usual nonlinear equations and of Karush–Kuhn–Tucker optimality systems). We introduce for the general semismooth case appropriate notions of solution regularity and prove local convergence of the corresponding Josephy–Newton method. As an application, we immediately recover the known primal-dual local convergence properties of semismooth sequential quadratic programming algorithm (SQP), but also obtain some new results that complete the analysis of the SQP primal rate of convergence, including its quasi-Newton variant.