H. Gfrerer, J. Outrata

In this talk we present a novel Newton-type method for solving inclusions, e.g., the first-order optimality condition in nonsmooth programming, that zero belongs to the subdifferential of the objective. The proposed method relies on a new concept of generalized differentiation for set-valued mappings, the so-called Subspace Containing Derivatives (SCD), which is rather simple to compute. Together with the semismooth* property we can derive a superlinearly convergent algorithm. Numerical experiments are also presented.

Keywords: Newton-type methods, generalized differentiation, variational analysis


GT13.OPTCONT3 Invited Session
November 7, 2023  3:30 PM
HC2: Canónigos Room 2

Other papers in the same session

Hoffman modulus of the argmin mapping in linear optimization

M. J. Cánovas Cánovas, J. Camacho Moro, H. Gfrerer, J. Parra López

Feasibility problems via paramonotone operators in a convex setting

J. Parra López, J. Camacho Moro, M. J. Cánovas Cánovas, J. E. Martínez Legaz

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