A Nonsmooth Newton Method with Path Search and Its Use in Solving C1, 1 Programs and Semi-Infinite Problems
نویسندگان
چکیده
In [S. Bütikofer, Math. Methods Oper. Res., 68 (2008), pp. 235–256] a nonsmooth Newton method globalized with the aid of a path search was developed in an abstract framework. We refine the convergence analysis given there and adapt this algorithm to certain finite dimensional optimization problems with C1,1 data. Such problems arise, for example, in semi-infinite programming under a reduction approach without strict complementarity and in generalized Nash equilibrium models. Using results from parametric optimization and variational analysis, we work out in detail the concrete Newton schemes and the construction of a path for these applications and discuss a series of numerical results for semi-infinite and generalized semi-infinite optimization problems.
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عنوان ژورنال:
- SIAM Journal on Optimization
دوره 20 شماره
صفحات -
تاریخ انتشار 2010