2,356 research outputs found
Generalized Newton's Method based on Graphical Derivatives
This paper concerns developing a numerical method of the Newton type to solve
systems of nonlinear equations described by nonsmooth continuous functions. We
propose and justify a new generalized Newton algorithm based on graphical
derivatives, which have never been used to derive a Newton-type method for
solving nonsmooth equations. Based on advanced techniques of variational
analysis and generalized differentiation, we establish the well-posedness of
the algorithm, its local superlinear convergence, and its global convergence of
the Kantorovich type. Our convergence results hold with no semismoothness
assumption, which is illustrated by examples. The algorithm and main results
obtained in the paper are compared with well-recognized semismooth and
-differentiable versions of Newton's method for nonsmooth Lipschitzian
equations
The Radius of Metric Subregularity
There is a basic paradigm, called here the radius of well-posedness, which
quantifies the "distance" from a given well-posed problem to the set of
ill-posed problems of the same kind. In variational analysis, well-posedness is
often understood as a regularity property, which is usually employed to measure
the effect of perturbations and approximations of a problem on its solutions.
In this paper we focus on evaluating the radius of the property of metric
subregularity which, in contrast to its siblings, metric regularity, strong
regularity and strong subregularity, exhibits a more complicated behavior under
various perturbations. We consider three kinds of perturbations: by Lipschitz
continuous functions, by semismooth functions, and by smooth functions,
obtaining different expressions/bounds for the radius of subregularity, which
involve generalized derivatives of set-valued mappings. We also obtain
different expressions when using either Frobenius or Euclidean norm to measure
the radius. As an application, we evaluate the radius of subregularity of a
general constraint system. Examples illustrate the theoretical findings.Comment: 20 page
Error Bounds and Holder Metric Subregularity
The Holder setting of the metric subregularity property of set-valued
mappings between general metric or Banach/Asplund spaces is investigated in the
framework of the theory of error bounds for extended real-valued functions of
two variables. A classification scheme for the general Holder metric
subregularity criteria is presented. The criteria are formulated in terms of
several kinds of primal and subdifferential slopes.Comment: 32 pages. arXiv admin note: substantial text overlap with
arXiv:1405.113
Fast finite difference solvers for singular solutions of the elliptic Monge-Amp\`ere equation
The elliptic Monge-Ampere equation is a fully nonlinear Partial Differential
Equation which originated in geometric surface theory, and has been applied in
dynamic meteorology, elasticity, geometric optics, image processing and image
registration. Solutions can be singular, in which case standard numerical
approaches fail. In this article we build a finite difference solver for the
Monge-Ampere equation, which converges even for singular solutions. Regularity
results are used to select a priori between a stable, provably convergent
monotone discretization and an accurate finite difference discretization in
different regions of the computational domain. This allows singular solutions
to be computed using a stable method, and regular solutions to be computed more
accurately. The resulting nonlinear equations are then solved by Newton's
method. Computational results in two and three dimensions validate the claims
of accuracy and solution speed. A computational example is presented which
demonstrates the necessity of the use of the monotone scheme near
singularities.Comment: 23 pages, 4 figures, 4 tables; added arxiv links to references, added
coment
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