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Input-to-State Stability of Newton Methods for Generalized Equations in Nonlinear Optimization⋆

, and . 2024 IEEE 63rd Conference on Decision and Control (CDC), page 5950-5956. (2024)
DOI: 10.1109/CDC56724.2024.10885904

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.

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