We show that Newton methods for generalized equations are input-to-state stable with respect to perturbations such as due to inexact computations. We then use this result to obtain convergence and robustness of a multistep Newton-type method for multivariate generalized equations. We demonstrate the usefulness of the results with other applications to nonlinear optimization. In particular, we provide a new proof for (robust) local convergence of the augmented Lagrangian method.
%0 Conference Paper
%1 10885904
%A Cunis, Torbjørn
%A Kolmanovsky, Ilya
%B 2024 IEEE 63rd Conference on Decision and Control (CDC)
%D 2024
%K myown
%P 5950-5956
%R 10.1109/CDC56724.2024.10885904
%T Input-to-State Stability of Newton Methods for Generalized Equations in Nonlinear Optimization⋆
%X We show that Newton methods for generalized equations are input-to-state stable with respect to perturbations such as due to inexact computations. We then use this result to obtain convergence and robustness of a multistep Newton-type method for multivariate generalized equations. We demonstrate the usefulness of the results with other applications to nonlinear optimization. In particular, we provide a new proof for (robust) local convergence of the augmented Lagrangian method.
@inproceedings{10885904,
abstract = {We show that Newton methods for generalized equations are input-to-state stable with respect to perturbations such as due to inexact computations. We then use this result to obtain convergence and robustness of a multistep Newton-type method for multivariate generalized equations. We demonstrate the usefulness of the results with other applications to nonlinear optimization. In particular, we provide a new proof for (robust) local convergence of the augmented Lagrangian method.},
added-at = {2025-04-15T22:53:50.000+0200},
author = {Cunis, Torbjørn and Kolmanovsky, Ilya},
biburl = {https://puma.ub.uni-stuttgart.de/bibtex/2fce9fc6185e47152f023f90ce8455459/tcunis},
booktitle = {2024 IEEE 63rd Conference on Decision and Control (CDC)},
doi = {10.1109/CDC56724.2024.10885904},
interhash = {fb8eec0cc648745357bc520a19a27958},
intrahash = {fce9fc6185e47152f023f90ce8455459},
issn = {2576-2370},
keywords = {myown},
pages = {5950-5956},
timestamp = {2025-04-15T23:18:10.000+0200},
title = {Input-to-State Stability of Newton Methods for Generalized Equations in Nonlinear Optimization⋆},
year = 2024
}