Abstract
In this paper, we present a hybrid method for the solution of a class of composite semismooth equations encountered frequently in applications. The method is obtained by combining a generalized finite-difference Newton method to an inexpensive direct search method. We prove that, under standard assumptions, the method is globally convergent with a local rate of convergence which is superlinear or quadratic. We report also several numerical results obtained applying the method to suitable reformulations of well-known nonlinear complementarity problems.
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Pieraccini, S. Hybrid Newton-Type Method for a Class of Semismooth Equations. Journal of Optimization Theory and Applications 112, 381–402 (2002). https://doi.org/10.1023/A:1013610108041
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DOI: https://doi.org/10.1023/A:1013610108041