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Newton's method for a class of nonsmooth functions

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Abstract

This paper presents and justifies a Newton iterative process for finding zeros of functions admitting a certain type of approximation. This class includes smooth functions as well as nonsmooth reformulations of variational inequalities. We prove for this method an analogue of the fundamental local convergence theorem of Kantorovich including optimal error bounds.

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Authors and Affiliations

  1. Department of Industrial Engineering, University of Wisconsin-Madison, 1513 University Avenue, 53706-1572, Madison, WI, U. S. A.

    Stephen M. Robinson

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  1. Stephen M. Robinson
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Additional information

The research reported here was sponsored by the National Science Foundation under Grants CCR-8801489 and CCR-9109345, by the Air Force Systems Command, USAF, under Grants AFOSR-88-0090 and F49620-93-1-0068, by the U. S. Army Research Office under Grant No. DAAL03-92-G-0408, and by the U. S. Army Space and Strategic Defense Command under Contract No. DASG60-91-C-0144. The U. S. Government has certain rights in this material, and is authorized to reproduce and distribute reprints for Governmental purposes notwithstanding any copyright notation thereon.

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Robinson, S.M. Newton's method for a class of nonsmooth functions. Set-Valued Anal 2, 291–305 (1994). https://doi.org/10.1007/BF01027107

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