Deflation for semismooth equations

Variational inequalities can in general support distinct solutions. In this paper we study an algorithm for computing distinct solutions of a variational inequality, without varying the initial guess supplied to the solver. The central idea is the combination of a semismooth Newton method with a def...

Ful tanımlama

Detaylı Bibliyografya
Asıl Yazarlar: Farrell, P, Croci, M, Surowiec, T
Materyal Türü: Journal article
Dil:English
Baskı/Yayın Bilgisi: Taylor and Francis 2019
Diğer Bilgiler
Özet:Variational inequalities can in general support distinct solutions. In this paper we study an algorithm for computing distinct solutions of a variational inequality, without varying the initial guess supplied to the solver. The central idea is the combination of a semismooth Newton method with a deflation operator that eliminates known solutions from consideration. Given one root of a semismooth resid- ual, deflation constructs a new problem for which a semismooth Newton method will not converge to the known root, even from the same initial guess. This enables the discovery of other roots. We prove the effectiveness of the deflation technique under the same assumptions that guarantee locally superlinear convergence of a semismooth Newton method. We demonstrate its utility on various finite- and infinite-dimensional examples drawn from constrained optimization, game theory, economics and solid mechanics.