RUS  ENG
Full version
JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive

Sib. Zh. Vychisl. Mat., 2021 Volume 24, Number 2, Pages 193–212 (Mi sjvm775)

Lipschitz-like mapping and its application to convergence analysis of a variant of Newton's method

M. H. Rashidab

a Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing-100190, P.R. China
b Department of Mathematics, Faculty of Science, University of Rajshahi, Rajshahi-6205, Bangladesh

Abstract: Let $X$ and $Y$ be Banach spaces. Let $f: \Omega\to Y$ be a Fréchet differentiable function on an open subset $\Omega$ of $X$ and $F$ be a set-valued mapping with closed graph. Consider the following generalized equation problem: $0 \in f(x)+F(x)$. In the present paper, we study a variant of Newton's method for solving generalized equation (1) and analyze semilocal and local convergence of this method under weaker conditions than those considered by Jean-Alexis and Piétrus [13]. In fact, we show that the variant of Newton's method is superlinearly convergent when the Frechet derivative of f is $(L,p)$-Hölder continuous and $(f+F)^{-1}$ is Lipzchitz-like at a reference point. Moreover, applications of this method to a nonlinear programming problem and a variational inequality are given. Numerical experiments are provided which illustrate the theoretical results.

Key words: set-valued mappings, lipschitz-like mappings, generalized equations, variant of Newton's method, semilocal convergence.

MSC: 47H04, 49J53, 65K10, 90C30

Received: 01.02.2019
Revised: 27.04.2019
Accepted: 04.02.2021

DOI: 10.15372/SJNM20210206


 English version:
Numerical Analysis and Applications, 2021, 14:2, 167–185

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024