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2000 Fiscal Year Final Research Report Summary

Smoothing Newton methods for nonsmooth equations

Research Project

Project/Area Number 11640119
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionShimane University

Principal Investigator

CHEN Xiaojun  Shimane University, Faculty of Science and Engineering, Associate Professor, 総合理工学部, 助教授 (70304251)

Co-Investigator(Kenkyū-buntansha) FUKUSHIMA Masao  Kyoto University Graduate School of Informatics, Professor, 情報学研究科, 教授 (30089114)
YAMAMOTO Tetsuro  Ehime University Faculty of Science, Professor, 理学部, 教授 (80034560)
YAMASAKI Maretsugu  Shimane University, Faculty of Science and Engineering, Professor, 総合理工学部, 教授 (70032935)
SUGIE Jitsuro  Shimane University, Faculty of Science and Engineering, Professor, 総合理工学部, 教授 (40196720)
FURUMOCHI Tetsuo  Shimane University, Faculty of Science and Engineering, Professor, 総合理工学部, 教授 (40039128)
Project Period (FY) 1999 – 2000
Keywordsnonsmooth equations / smoothing methods / Newton methods / convergence analysis
Research Abstract

In 1999-2000, the head investigator has published 15 papers with investigators Yamasaki, Yamamoto and Fukushima, and other international researchers on smoothing methods for nonsmooth equations. The main results are as follows.
i. Proposed a verification method for existence of solution of nonsmooth equations arising from complementarity problems.
ii. Introduced the slant differentiability for nonsmooth operators in Banach spaces. Using the slant differentiability, superlinear convergence of Newton-type methods for nonsmooth equations in Banach spaces is proved.
iii. Established some important properties of the trajectory defined by the Big-M smoothing method and global convergence of the method for P0 matrix linear complementarity problems.
iv. Presented a superlinearly and globally convergent method for reaction and diffusion problems with a non-Lipschitz operator.
v. Gave new error bounds for finite difference methods for Dirichlet problems with a nondifferentiable term.

  • Research Products

    (12 results)

All Other

All Publications (12 results)

  • [Publications] X.Chen: "Smoothing methods for complementarity problems and their applications : a survey"Journal of the Operations Research Society of Japan. 43. 32-47 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] X.Chen: "Newton-type methods for stochastic programming,"Mathematical and Computer Modelling. 31. 89-98 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] B.Chen,X.Chen: "A global linear and local quadratic continuation smoothing method for variational inequalities"Computational Optimization and Applications. 17. 131-158 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] B.Chen,X.Chen,C.Kanzow: "A penalized Fischer-Burmeister NCP-function"Mathematical Programming. 88. 211-216 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] X.Chen,Y.Shogenji,M.Yamasaki: "Verification for existence of solutions of linear complementarity problems"Linear Algebra and Its Applications. 324. 15-26 (2001)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] X.Chen,R.Womersley: "Random test problems and parallel methods quadratic programs and quadratic stochastic programs"Optimization Methods and Softwares. 13. 275-306 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] X.Chen, Y.Shogenji and M.Yamasaki: "Verification for existence of solutions of linear complementarity problems"Linear Algebra and Its Applications. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] B.Chen and X.Chen: "A global linear and local quadratic continuation smoothing method for variational inequalities with box constraints"Computational Optimization and Applications. 17. 131-158 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] B.Chen, X.Chen and C.Kanzow: "A penalized Fischer-Burmeister NCP-function"Math. Programming. 88. 211-216 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] X.Chen and R.Womersley: "Random test problems and parallel methods for quadratic Programs and quadratic stochastic programs"Optimization Methods and Softwares. 13. 275-306 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] X.Chen: "Newton-type methods for stochastic programming"Mathematical and Computer Modelling. 31. 89-98 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] X.Chen: "Smoothing methods for complementarity problems and their applications : a survey"Journal of the Operations Research Society of Japan. 43. 32-47 (2000)

    • Description
      「研究成果報告書概要(欧文)」より

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Published: 2002-03-26  

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