Convergence of the Newton's Method for generalized equations under the majorant condition
Gilson N. Silva
Abstract
Gilson N. Silva
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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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