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Newton-type methods for nonsmooth equations with nonisolated solutions

具有非孤立解的非光滑方程的牛顿型方法

基本信息

批准号：
290762516
负责人：
Professor Dr. Andreas Fischer
金额：
--
依托单位：
Institut für Numerische Mathematik
依托单位国家：
德国
项目类别：
Research Grants
财政年份：
2016
资助国家：
德国
起止时间：
2015-12-31 至 2018-12-31
项目状态：
已结题

来源：
https://gepris.dfg.de/gepris/projekt/290762516?language=en
关键词：
Newton type methods nonsmooth equations

项目摘要

Necessary conditions for optimization and variational problems often lead to complementarity systems. For its computational treatment these systems are frequently reformulated as nonsmooth equations. Complementarity systems with nonisolated solutions become of increasing interest since nonisolatedness of solutions is a typical attribute of several problems classes like generalized Nash equilibrium problems or quasi-variational inequalities. The reformulation of complementarity systems then leads to equations with degenerate and nonisolated solutions. Recently, Newton-type methods have been developed that can deal with such difficult situations. These methods are based on the reformulation of complementarity systems as piecewise smooth equations. By now, the restriction to piecewise smooth equations strongly limits the possibilities of globalizing these methods. Therefore, the project firstly aims at developing new Newton-type methods that can deal with certain other reformulations of complementarity systems. The new methods shall exhibit local superlinear convergence under weak conditions even if solutions are degenerate and nonisolated. In this way, existing mature concepts of globalization can be accessed. Moreover, as a generalization, the project aims at developing a new algorithmic paradigm for solving nonsmooth equations with nonisolated solutions. This includes the design of subproblems for computing the iteration sequence, local convergence theory, and the applicability to problems that go beyond classical complementarity systems

最优化和变分问题的必要条件往往导致互补系统。为了便于计算，这些系统经常被重新表述为非光滑方程。具有非孤立解的互补系统越来越受到人们的关注，因为解的非孤立性是几类问题的典型属性，如广义纳什均衡问题或拟变分不等式。互补系统的重新制定，然后导致方程退化和非孤立的解决方案。最近，牛顿型方法已经开发出来，可以处理这种困难的情况。这些方法的基础上重新制定的互补系统分段光滑方程。到目前为止，对分段光滑方程的限制极大地限制了这些方法全球化的可能性。因此，该项目首先旨在开发新的牛顿型方法，可以处理某些其他的互补系统的重新制定。即使解是退化的和非孤立的，新方法在较弱的条件下也会表现出局部超线性收敛性。这样，就可以利用现有的成熟的全球化概念。此外，作为推广，该项目旨在开发一种新的算法范式，用于求解具有非孤立解的非光滑方程。这包括子问题的设计计算迭代序列，局部收敛理论，并适用于问题，超越经典互补系统