An iterative method for solving semismooth equations

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:146

Article; Proceedings Paper

Tong, XJ ; Li, DH ; Qi, LQ

关键词: semismooth equation;    smoothing function;    trust region method;    line search;   

DOI  :  10.1016/S0377-0427(02)00413-2

来源: Elsevier

【 摘 要 】

In this paper, we combine trust region technique with line search technique to develop an iterative method for solving semismooth equations. At each iteration, a trust region subproblem is solved. The solution of the trust region subproblem provides a descent direction for the norm of a smoothing function. By using a backtracking line search, a steplength is determined. The proposed method shares advantages of trust region methods and line search methods. Under appropriate conditions, the proposed method is proved to be globally and superlinearly convergent. In particular, we show that after finitely many iterations, the unit step is always accepted and the method reduces to a smoothing Newton method. (C) 2002 Elsevier Science B.V. All rights reserved.

【 授权许可】

Free