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Inexact-Newton methods for semismooth systems of equations with block-angular structure

✍ Scribed by Nataŝa Krejić; JoséMario Martínez

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
507 KB
Volume
103
Category
Article
ISSN
0377-0427

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✦ Synopsis

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 equilibrium problems, giving rise to nonlinear and nonsmooth equations. The final versions of these dynamic models are nonsmooth systems with block-angular structure. If the number of state variables and equations is large, it is sensible to adopt an inexact-Newton strategy for solving this type of systems. In this paper we define two inexact-Newton algorithms for semismooth block-angular systems and we prove local and superlinear convergence.

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