Hybrid Newton-type method for a class of semismooth equations

  • Authors:
  • S. Pieraccini

  • Affiliations:
  • Postdoctoral Fellow, Dipartimento di Energetica S. Stecco, Università di Firenze, Firenze, Italy

  • Venue:
  • Journal of Optimization Theory and Applications
  • Year:
  • 2002

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Abstract

In this paper, we present a hybrid method for the solution of a class of composite semismooth equations encountered frequently in applications. The method is obtained by combining a generalized finite-difference Newton method to an inexpensive direct search method. We prove that, under standard assumptions, the method is globally convergent with a local rate of convergence which is superlinear or quadratic. We report also several numerical results obtained applying the method to suitable reformulations of well-known nonlinear complementarity problems.