Abstract
For constrained equations with nonisolated solutions and a certain family of Newton-type methods, it was previously shown that if the equation mapping is 2-regular at a given solution with respect to a direction which is interior feasible and which is in the null space of the Jacobian, then there is an associated large (not asymptotically thin) domain of starting points from which the iterates are well defined and converge to the specific solution in question. Under these assumptions, the constrained local Lipschitzian error bound does not hold, unlike the common settings of convergence and rate of convergence analyses. In this work, we complement those previous results by considering the case when the equation mapping is 2-regular with respect to a direction in the null space of the Jacobian which is in the tangent cone to the set, but need not be interior feasible. Under some further conditions, we still show linear convergence of order 1/2 from a large domain around the solution (despite degeneracy, and despite that there may exist other solutions nearby). Our results apply to constrained variants of the Gauss–Newton and Levenberg–Marquardt methods, and to the LP-Newton method. An illustration for a smooth constrained reformulation of the nonlinear complementarity problem is also provided.
Similar content being viewed by others
Data Availability
Data sharing is not applicable to this article, as no data were generated or analyzed during the current study.
References
Arutyunov, A.V.: Optimality Conditions: Abnormal and Degenerate Problems. Kluwer Academic Publishers, Dordrecht (2000)
Arutyunov, A.V., Izmailov, A.F.: Covering on a convex set in the absence of Robinson’s regularity. SIAM J. Optim. 30, 604–629 (2020)
Avakov, E.R.: Extremum conditions for smooth problems with equality-type constraints. USSR Comput. Math. Math. Phys. 25, 24–32 (1985)
Behling, R., Fischer, A.: A unified local convergence analysis of inexact constrained Levenberg–Marquardt methods. Optim. Lett. 6, 927–940 (2012)
Facchinei, F., Fischer, A., Herrich, M.: An LP-Newton method: Nonsmooth equations, KKT systems, and nonisolated solutions. Math. Program. 146, 1–36 (2014)
Facchinei, F., Pang, J.-S.: Finite-Dimensional Variational Inequalities and Complementarity Problems. Springer, New York (2003)
Fischer, A., Izmailov, A.F., Jelitte, M.: Newton-type methods near critical solutions of piecewise smooth nonlinear equations. Comput. Optim. Appl. 80, 587–615 (2021)
Fischer, A., Izmailov, A.F., Jelitte, M.: Constrained Lipschitzian error bounds and noncritical solutions of constrained equations. Set-Valued Variat. Anal. 29, 745–765 (2021)
Fischer, A., Izmailov, A.F., Solodov, M.V.: Local attractors of Newton-type methods for constrained equations and complementarity problems with nonisolated solutions. J. Optim. Theory Appl. 180, 140–169 (2019)
Fischer, A., Izmailov, A.F., Solodov, M.V.: Unit stepsize for the Newton method close to critical solutions. Math. Program. 187, 697–721 (2021)
Frank, M., Wolfe, P.: An algorithm for quadratic programming. Naval Res. Logist. Quart. 3, 95–110 (1956)
Gfrerer, H., Mordukhovich, B.S.: Complete characterizations of tilt stability in nonlinear programming under weakest qualification conditions. SIAM J. Optim. 25, 2081–2119 (2015)
Gfrerer, H., Outrata, J.V.: On computation of limiting coderivatives of the normal-cone mapping to inequality systems and their applications. Optimization (2016)
Griewank, A.: Starlike domains of convergence for Newton’s method at singularities. Numer. Math. 35, 95–111 (1980)
Izmailov, A.F., Kurennoy, A.S., Solodov, M.V.: Critical solutions of nonlinear equations: local attraction for Newton-type methods. Math. Program. 167, 355–379 (2018)
Izmailov, A.F., Kurennoy, A.S., Solodov, M.V.: Critical solutions of nonlinear equations: stability issues. Math. Program. 168, 475–507 (2018)
Izmailov, A.F., Solodov, M.V.: Error bounds for 2-regular mappings with Lipschitzian derivatives and their applications. Math. Program. 89, 413–435 (2001)
Izmailov, A.F., Solodov, M.V.: The theory of 2-regularity for mappings with Lipschitzian derivatives and its applications to optimality conditions. Math. Oper. Res. 27, 614–635 (2002)
Kanzow, C., Yamashita, N., Fukushima, M.: Levenberg–Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints. J. Comput. Appl. Math. 172, 375–397 (2004)
Levenberg, K.: A method for the solution of certain non-linear problems in least squares. Quart. Appl. Math. 2, 164–168 (1944)
Mangasarian, O.L.: Mathematical Programming. SIAM, New York (1982)
Marquardt, D.W.: An algorithm for least squares estimation of non-linear parameters. SIAM J. 11, 431–441 (1963)
Nocedal, J., Wright, S.J.: Numerical Optimization, 2nd edn. Springer, New York (2006)
Acknowledgements
This research was supported by the Russian Science Foundation Grant 23-11-20020 (https://rscf.ru/en/project/23-11-20020/), by CNPq Grant number 303913/2019-3, by FAPERJ Grant E-26/200.347/2023, and by PRONEX–Optimization.
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
conflict of interest
The authors declare that they have no conflict of interest of any kind.
Additional information
Communicated by Giovanni Colombo.
Dedicated to Professor Boris Mordukhovich on the occasion of his 75th birthday.
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
About this article
Cite this article
Izmailov, A.F., Solodov, M.V. On Local Behavior of Newton-Type Methods Near Critical Solutions of Constrained Equations. J Optim Theory Appl (2024). https://doi.org/10.1007/s10957-023-02367-1
Received:
Accepted:
Published:
DOI: https://doi.org/10.1007/s10957-023-02367-1
Keywords
- Newton-type methods
- Constrained equations
- Singular solutions
- Critical solutions
- 2-regularity
- Gauss–Newton method
- Levenberg–Marquardt method
- LP-Newton method
- Nonlinear complementarity problem