Applied Mathematics and Optimization, Vol.29, No.2, 161-186, 1994
Local Analysis of Newton-Type Methods for Variational-Inequalities and Nonlinear-Programming
This paper presents some new results in the theory of Newton-type methods for variational inequalities, and their application to nonlinear programming. A condition of semistability is shown to ensure the quadratic convergence of Newton’s method and the superlinear convergence of some quasi-Newton algorithms, provided the sequence defined by the algorithm exists and converges. A partial extension of these results to nonsmooth functions is given. The second part of the paper considers some particular variational inequalities with unknowns (x, lambda), generalizing optimality systems. Here only the question of superlinear convergence of {x(k)} is considered. Some necessary or sufficient conditions are given. Applied to some quasi-Newton algorithms they allow us to obtain the superlinear convergence of {x(k)}. Application of the previous results to nonlinear programming allows us to strengthen the known results, the main point being a characterization of the superlinear convergence of {x(k)} assuming a weak second-order condition without strict complementarity.