On the SCD semismooth* Newton method for solving generalized equations

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.

Palabras clave: Newton-type methods generalized differentiation variational analysis

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

J. Rückmann, D. Hernández Escobar

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