2016•arXiv (Cornell University)Open access

Convergence of the Newton's Method for generalized equations under the majorant condition

Gilson N. Silva

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Abstract

In this paper we consider Newton's method for solving the generalized equation in Hilbert spaces of the type $F(x)+T(x)\ni 0$, where $F$ is a Fr\'echet differentiable function and $T$ is a set-valued and maximal monotone. We show that this method is local quadratically convergent to a solution. The analysis presented based on Banach Perturbation Lemma for generalized equation and the majorant condition relaxing Lipschitz continuity of the derivative $F'$, allow to obtain the optimal convergence radius, uniqueness of solution and also unify some result pertaining the Newton's method theory.

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What this paper is about

In this paper we consider Newton's method for solving the generalized equation in Hilbert spaces of the type $F(x)+T(x)\ni 0$, where $F$ is a Fr\'echet differentiable function and $T$ is a set-valued and maximal monotone. We show that this method is local quadratically convergent to a solution. The analysis presented based on Banach Perturbation Lemma for generalized equation and the majorant condition relaxing Lipschitz continuity of the derivative $F'$, allow to obtain the optimal convergence radius, uniqueness of solution and also unify some result pertaining the Newton's method theory.

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Available abstract

In this paper we consider Newton's method for solving the generalized equation in Hilbert spaces of the type $F(x)+T(x)\ni 0$, where $F$ is a Fr\'echet differentiable function and $T$ is a set-valued and maximal monotone. We show that this method is local quadratically convergent to a solution. The analysis presented based on Banach Perturbation Lemma for generalized equation and the majorant condition relaxing Lipschitz continuity of the derivative $F'$, allow to obtain the optimal convergence radius, uniqueness of solution and also unify some result pertaining the Newton's method theory.

Key concepts: Mathematics, Uniqueness, Lipschitz continuity, Quadratic growth, Differentiable function, Monotone polygon, Banach space, Mathematical analysis

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