# Approximations and generalized Newton methods

Approximations and generalized Newton methods We present approaches to (generalized) Newton methods in the framework of generalized equations $$0\in f(x)+M(x)$$ 0 ∈ f ( x ) + M ( x ) , where f is a function and M is a multifunction. The Newton steps are defined by approximations $${\hat{f}}$$ f ^ of f and the solutions of $$0\in {\hat{f}}(x)+M(x)$$ 0 ∈ f ^ ( x ) + M ( x ) . We give a unified view of the local convergence analysis of such methods by connecting a certain type of approximation with the desired kind of convergence and different regularity conditions for $$f+M$$ f + M . Our paper is, on the one hand, thought as a survey of crucial parts of the topic, where we mainly use concepts and results of the monograph (Klatte and Kummer in Nonsmooth equations in optimization: regularity, calculus, methods and applications, Kluwer Academic Publishers, Dordrecht, 2002). On the other hand, we present original results and new features. They concern the extension of convergence results via Newton maps (Klatte and Kummer in Nonsmooth equations in optimization: regularity, calculus, methods and applications, Kluwer Academic Publishers, Dordrecht, 2002; Kummer, in: Oettli, Pallaschke (eds) Advances in optimization, Springer, Berlin, 1992) from equations to generalized equations both for linear and nonlinear approximations $${\hat{f}}$$ f ^ , and relations between semi-smoothness, Newton maps and directional differentiability of f. We give a Kantorovich-type statement, valid for all sequences of Newton iterates under metric regularity, and recall and extend results on multivalued approximations for general inclusions $$0\in F(x)$$ 0 ∈ F ( x ) . Equations with continuous, non-Lipschitzian f are considered, too. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Mathematical Programming Springer Journals

# Approximations and generalized Newton methods

, Volume 168 (2) – Sep 11, 2017
44 pages

/lp/springer_journal/approximations-and-generalized-newton-methods-VdGj9Qwnw8
Publisher
Springer Berlin Heidelberg
Subject
Mathematics; Calculus of Variations and Optimal Control; Optimization; Mathematics of Computing; Numerical Analysis; Combinatorics; Theoretical, Mathematical and Computational Physics; Mathematical Methods in Physics
ISSN
0025-5610
eISSN
1436-4646
D.O.I.
10.1007/s10107-017-1194-8
Publisher site
See Article on Publisher Site

### Abstract

We present approaches to (generalized) Newton methods in the framework of generalized equations $$0\in f(x)+M(x)$$ 0 ∈ f ( x ) + M ( x ) , where f is a function and M is a multifunction. The Newton steps are defined by approximations $${\hat{f}}$$ f ^ of f and the solutions of $$0\in {\hat{f}}(x)+M(x)$$ 0 ∈ f ^ ( x ) + M ( x ) . We give a unified view of the local convergence analysis of such methods by connecting a certain type of approximation with the desired kind of convergence and different regularity conditions for $$f+M$$ f + M . Our paper is, on the one hand, thought as a survey of crucial parts of the topic, where we mainly use concepts and results of the monograph (Klatte and Kummer in Nonsmooth equations in optimization: regularity, calculus, methods and applications, Kluwer Academic Publishers, Dordrecht, 2002). On the other hand, we present original results and new features. They concern the extension of convergence results via Newton maps (Klatte and Kummer in Nonsmooth equations in optimization: regularity, calculus, methods and applications, Kluwer Academic Publishers, Dordrecht, 2002; Kummer, in: Oettli, Pallaschke (eds) Advances in optimization, Springer, Berlin, 1992) from equations to generalized equations both for linear and nonlinear approximations $${\hat{f}}$$ f ^ , and relations between semi-smoothness, Newton maps and directional differentiability of f. We give a Kantorovich-type statement, valid for all sequences of Newton iterates under metric regularity, and recall and extend results on multivalued approximations for general inclusions $$0\in F(x)$$ 0 ∈ F ( x ) . Equations with continuous, non-Lipschitzian f are considered, too.

### Journal

Mathematical ProgrammingSpringer Journals

Published: Sep 11, 2017

## You’re reading a free preview. Subscribe to read the entire article.

### DeepDyve is your personal research library

It’s your single place to instantly
that matters to you.

over 12 million articles from more than
10,000 peer-reviewed journals.

All for just $49/month ### Explore the DeepDyve Library ### Unlimited reading Read as many articles as you need. Full articles with original layout, charts and figures. Read online, from anywhere. ### Stay up to date Keep up with your field with Personalized Recommendations and Follow Journals to get automatic updates. ### Organize your research It’s easy to organize your research with our built-in tools. ### Your journals are on DeepDyve Read from thousands of the leading scholarly journals from SpringerNature, Elsevier, Wiley-Blackwell, Oxford University Press and more. All the latest content is available, no embargo periods. ### DeepDyve Freelancer ### DeepDyve Pro Price FREE$49/month

\$360/year
Save searches from