2017•Applicable AnalysisOpen access

Local convergence of Newton’s method for solving generalized equations with monotone operator

Gilson N. Silva

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Abstract

In this paper, we study Newton’s method for solving the generalized equation F(x)+T(x)∋0 in Hilbert spaces, where F is a Fréchet differentiable function and T is set-valued and maximal monotone. We show that this method is locally quadratically convergent to a solution. Using the idea of a majorant condition on the nonlinear function, which is associated with the generalized equation, the convergence of the method, the optimal convergence radius, and results of the convergence rate are established. The advantage of working with a majorant condition rests in the fact that it allows unifying of several convergence results pertaining to Newton’s method.

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What this paper is about

In this paper, we study Newton’s method for solving the generalized equation F(x)+T(x)∋0 in Hilbert spaces, where F is a Fréchet differentiable function and T is set-valued and maximal monotone. We show that this method is locally quadratically convergent to a solution. Using the idea of a majorant condition on the nonlinear function, which is associated with the generalized equation, the convergence of the method, the optimal convergence radius, and results of the convergence rate are established. The advantage of working with a majorant condition rests in the fact that it allows unifying of several convergence results pertaining to Newton’s method.

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Available abstract

In this paper, we study Newton’s method for solving the generalized equation F(x)+T(x)∋0 in Hilbert spaces, where F is a Fréchet differentiable function and T is set-valued and maximal monotone. We show that this method is locally quadratically convergent to a solution. Using the idea of a majorant condition on the nonlinear function, which is associated with the generalized equation, the convergence of the method, the optimal convergence radius, and results of the convergence rate are established. The advantage of working with a majorant condition rests in the fact that it allows unifying of several convergence results pertaining to Newton’s method.

Key concepts: Mathematics, Quadratic growth, Monotone polygon, Differentiable function, Monotonic function, Convergence (economics), Radius of convergence, Local convergence

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