Publication: Approximations and generalized Newton methods
Approximations and generalized Newton methods
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Klatte, D., & Kummer, B. (2018). Approximations and generalized Newton methods. Mathematical Programming: Series B, 168(1–2), 673–716. https://doi.org/10.1007/s10107-017-1194-8
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We present approaches to (generalized) Newton methods in the framework of generalized equations $0\in f(x)+M(x)$, where $f$ is a function and $M$ is a multifunction. The Newton steps are defined by approximations $\hat f$ of $f$ and the solutions of $0\in \hat{f}(x)+M(x)$. We give a unified view of the local convergence analysis of such methods by connecting a certain type of approximation with the desired kind of convergence and different regularity conditions for $f+M$
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Klatte, D., & Kummer, B. (2018). Approximations and generalized Newton methods. Mathematical Programming: Series B, 168(1–2), 673–716. https://doi.org/10.1007/s10107-017-1194-8