Kantorovich-Type Theorems for Generalized Equations
Journal of convex analysis, Tome 25 (2018) no. 2, pp. 459-486
We study convergence of the Newton method for solving generalized equations of the form $f(x)+F(x)\ni 0,$ where $f$ is a continuous but not necessarily smooth function and $F$ is a set-valued mapping with closed graph, both acting in Banach spaces. We present a Kantorovich-type theorem concerning r-linear convergence for a general algorithmic strategy covering both nonsmooth and smooth cases. Under various conditions we obtain higher-order convergence. Examples and computational experiments illustrate the theoretical results.
Classification :
49J53, 49J40, 65J15, 90C30
Mots-clés : Newton's method, generalized equation, variational inequality, metric regularity, Kantorovich theorem, linear/superlinear/quadratic convergence
Mots-clés : Newton's method, generalized equation, variational inequality, metric regularity, Kantorovich theorem, linear/superlinear/quadratic convergence
@article{JCA_2018_25_2_JCA_2018_25_2_a7,
author = {R. Cibulka and A. L. Dontchev and J. Preininger and T. Roubal and V. Veliov},
title = {Kantorovich-Type {Theorems} for {Generalized} {Equations}},
journal = {Journal of convex analysis},
pages = {459--486},
year = {2018},
volume = {25},
number = {2},
url = {http://geodesic.mathdoc.fr/item/JCA_2018_25_2_JCA_2018_25_2_a7/}
}
TY - JOUR AU - R. Cibulka AU - A. L. Dontchev AU - J. Preininger AU - T. Roubal AU - V. Veliov TI - Kantorovich-Type Theorems for Generalized Equations JO - Journal of convex analysis PY - 2018 SP - 459 EP - 486 VL - 25 IS - 2 UR - http://geodesic.mathdoc.fr/item/JCA_2018_25_2_JCA_2018_25_2_a7/ ID - JCA_2018_25_2_JCA_2018_25_2_a7 ER -
%0 Journal Article %A R. Cibulka %A A. L. Dontchev %A J. Preininger %A T. Roubal %A V. Veliov %T Kantorovich-Type Theorems for Generalized Equations %J Journal of convex analysis %D 2018 %P 459-486 %V 25 %N 2 %U http://geodesic.mathdoc.fr/item/JCA_2018_25_2_JCA_2018_25_2_a7/ %F JCA_2018_25_2_JCA_2018_25_2_a7
R. Cibulka; A. L. Dontchev; J. Preininger; T. Roubal; V. Veliov. Kantorovich-Type Theorems for Generalized Equations. Journal of convex analysis, Tome 25 (2018) no. 2, pp. 459-486. http://geodesic.mathdoc.fr/item/JCA_2018_25_2_JCA_2018_25_2_a7/