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Generalized Newton and NCP-methods: convergence, regularity, actions

Bernd Kummer (2000)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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...

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