Globally Convergent Newton Methods for Nonsmooth Equations
- 1 August 1992
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Mathematics of Operations Research
- Vol. 17 (3) , 586-607
- https://doi.org/10.1287/moor.17.3.586
Abstract
This paper presents some globally convergent descent methods for solving systems of nonlinear equations defined by locally Lipschitzian functions. These methods resemble the well-known family of damped Newton and Gauss-Newton methods for solving systems of smooth equations; they generalize some recent Newton-like methods for solving B-differentiable equations which arise from various mathematical programs.Keywords
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