Semismooth Newton methods for operator equations in function spaces

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Abstract

We develop a semismoothness concept for nonsmooth superposition operators in function spaces. The considered class of operators includes nonlinear complementarity problem (NCP)-function-based reformulations of infinite-dimensional nonlinear complementarity problems and thus covers a very comprehensive class of applications. Our results generalize semismoothness and α-order semismoothness from finite-dimensional spaces to a Banach space setting. For this purpose, a new infinite-dimensional generalized differential is used that is motivated by Qi's finite-dimensional C-subdifferential [Research Report AMR96/5, School of Mathematics, University of New South Wales, Australia, 1996]. We apply these semismoothness results to develop a Newton-like method for nonsmooth operator equations and prove its local q-superlinear convergence to regular solutions. If the underlying operator is α-order semismooth, convergence of q-order 1 + α is proved. We also establish the semismoothness of composite operators and develop corresponding chain rules. The developed theory is accompanied by illustrative examples and by applications to NCPs and a constrained optimal control problem.

Original languageEnglish
Pages (from-to)805-841
Number of pages37
JournalSIAM Journal on Optimization
Volume13
Issue number3
DOIs
StatePublished - 2003
Externally publishedYes

Keywords

  • Generalized differentials
  • Newton-like methods
  • Nonlinear complementarity problems
  • Optimal control problems
  • Semismoothness
  • Superlinear convergence
  • Superposition operators

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