4.6 Article

Local behavior of an iterative framework for generalized equations with nonisolated solutions

期刊

MATHEMATICAL PROGRAMMING
卷 94, 期 1, 页码 91-124

出版社

SPRINGER HEIDELBERG
DOI: 10.1007/s10107-002-0364-4

关键词

generalized equation; nonisolated solutions; Newton's method; superlinear convergence; upper Lipschitz-continuity; mixed complementarity problem; error bounds

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An iterative framework for solving generalized equations with nonisolated solutions is presented. For generalized equations with the structure 0 is an element of F(z) + T(z), where T is a multifunction and F is single-valued, the framework covers methods that, at each step, solve subproblems of the type 0 is an element of A(z, s) + T(z). The multifunction A approximates F around s. Besides a condition on the quality of this approximation, two other basic assumptions are employed to show Q-superlinear or Q-quadratic convergence of the iterates to a solution. A key assumption is the upper Lipschitz-continuity of the solution set map of the perturbed generalized equation 0 is an element of F(z) + T(z) + p. Moreover, the solvability of the subproblems is required. Conditions that ensure these assumptions are discussed in general and by means of several applications. They include monotone mixed complementarity problems, Karush-Kuhn-Tucker systems arising from nonlinear programs, and nonlinear equations. Particular results deal with error bounds and upper Lipschitz-continuity properties for these problems.

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