Semismooth Newton Methods for Operator Equations in Function Spaces

Authors:
Michael Ulbrich
Affiliations:
-
Venue:
SIAM Journal on Optimization
Year:
2002

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Abstract

We develop a semismoothness concept for nonsmooth superposition operators in function spaces. The considered class of operators includes nonlinear complementarity problem (NCP)-function-based reformulations of infinite-dimensional nonlinear complementarity problems and thus covers a very comprehensive class of applications. Our results generalize semismoothness and $\alpha$-order semismoothness from finite-dimensional spaces to a Banach space setting. For this purpose, a new infinite-dimensional generalized differential is used that is motivated by Qi's finite-dimensional C-subdifferential [Research Report AMR96/5, School of Mathematics, University of New South Wales, Australia, 1996]. We apply these semismoothness results to develop a Newton-like method for nonsmooth operator equations and prove its local q-superlinear convergence to regular solutions. If the underlying operator is $\alpha$-order semismooth, convergence of q-order $1+\alpha$ is proved. We also establish the semismoothness of composite operators and develop corresponding chain rules. The developed theory is accompanied by illustrative examples and by applications to NCPs and a constrained optimal control problem.