A semi-smooth Newton method for a special piecewise linear system with application to positively constrained convex quadratic programming

Sandor Nemeth, Jorge Barrios, Jose Yunier Bello Cruz, Orizon Ferreira

Research output: Contribution to journalArticlepeer-review

4 Citations (Scopus)
161 Downloads (Pure)

Abstract

In this paper a special piecewise linear system is studied. It is shown that, under a mild assumption, the semi-smooth Newton method applied to this system is well defined and the method generates a sequence that converges linearly to a solution. Besides, we also show that the generated sequence is bounded, for any starting point, and a formula for any accumulation point of this sequence is presented. As an application, we study the convex quadratic programming problem under positive constraints. The numerical results suggest that the semi-smooth Newton method achieves accurate solutions to large scale problems in few iterations.
Original languageEnglish
Pages (from-to)91–100
JournalJournal of Computational and Applied Mathematics
Volume301
Early online date2 Feb 2016
DOIs
Publication statusPublished - Aug 2016

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