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 $B$-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

On computation of limiting coderivatives of the normal-cone mapping to inequality systems and their applications

The paper concerns the computation of the limiting coderivative of the normal-cone mapping related to $C^{2}$ inequality constraints under weak qualification conditions. The obtained results are applied to verify the Aubin property of solution maps to a class of parameterized generalized equations

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