Newton and Quasi-Newton Methods for a Class of Nonsmooth Equations and Related Problems

  • Authors:
  • Defeng Sun;Jiye Han

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 1997

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Abstract

The paper presents concrete realizations of quasi-Newton methods for solving several standard problems including complementarity problems, special variational inequality problems, and the Karush--Kuhn--Tucker (KKT) system of nonlinear programming. A new approximation idea is introduced in this paper. The Q-superlinear convergence of the Newton method and the quasi-Newton method are established under suitable assumptions, in which the existence of F'(x*) is not assumed. The new algorithms only need to solve a linear equation in each step. For complementarity problems, the QR factorization on the quasi-Newton method is discussed.