A new version of finite difference approximation of the generalized Jacobian for a finite max function is constructed. Numerical results are reported for the generalized Newton methods using this approximation.
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Communicated by Xiaojun Chen
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Śmietański, M.J. An approximate Newton method for non-smooth equations with finite max functions. Numer Algor 41, 219–238 (2006). https://doi.org/10.1007/s11075-005-9009-z
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DOI: https://doi.org/10.1007/s11075-005-9009-z
Keywords
- finite difference approximation
- nonlinear complementarity problem
- non-smooth equations
- semismooth functions
- weak consistently approximated Jacobian