In this paper, some semismooth methods are considered to solve a nonsmooth equation which can arise from a discrete version of the well-known Hamilton-Jacobi-Bellman equation. By using the slant differentiability introduced by Chen, Nashed and Qi in 2000, a semismooth Newton method is proposed. The
β¦ LIBER β¦
Generalized Newton-iterative method for semismooth equations
β Scribed by Zhe Sun; Jinping Zeng; Hongru Xu
- Publisher
- Springer US
- Year
- 2011
- Tongue
- English
- Weight
- 340 KB
- Volume
- 58
- Category
- Article
- ISSN
- 1017-1398
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Systems of equations with block-angular structure have applications in evolution problems coming from physics, engineering and economy. Many times, these systems are time-stage formulations of mathematical models that consist of mathematical programming problems, complementarity, or other equilibriu