Christina Oberlin

An Accelerated Newton Method for Equations with Semismooth Jacobians and Nonlinear Complementarity Problems: Extended Version

  • Christina Oberlin
  • Stephen Wright
    • Categories Complementarity and Variational Inequalities, Nonlinear Systems and Least-Squares Tags , ,

    We discuss local convergence of Newton’s method to a singular solution $x^*$ of the nonlinear equations $F(x) = 0$, for $F:\R^n \rightarrow \R^n$. It is shown that an existing proof of Griewank, concerning linear convergence to a singular solution $x^*$ from a starlike domain around $x^*$ for $F$ twice Lipschitz continuously differentiable and $x^*$ satisfying … Read more

    Active Set Identification in Nonlinear Programming

  • Christina Oberlin
  • Stephen Wright
    • Categories Constrained Nonlinear Optimization Tags , ,

    Techniques that identify the active constraints at a solution of a nonlinear programming problem from a point near the solution can be a useful adjunct to nonlinear programming algorithms. They have the potential to improve the local convergence behavior of these algorithms, and in the best case can reduce an inequality constrained problem to an … Read more