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The Josephy–Newton Method for Semismooth Generalized Equations and Semismooth SQP for Optimization

✍ Scribed by Alexey F. Izmailov, Alexey S. Kurennoy, Mikhail V. Solodov

Book ID
118810795
Publisher
Springer Netherlands
Year
2012
Tongue
English
Weight
475 KB
Volume
21
Category
Article
ISSN
1877-0533

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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