Abstract

In the paper, a Newton-type method for the solution of generalized equations (GEs) is derived, where the linearization concerns both the single-valued and the multivalued part of the considered GE. The method is based on the new notion of semismoothness${}^*$, which, together with a suitable regularity condition, ensures the local superlinear convergence. An implementable version of the new method is derived for a class of GEs, frequently arising in optimization and equilibrium models.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call