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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.
Received: 01.02.2019 Revised: 27.04.2019 Accepted: 04.02.2021
Citation:
M. H. Rashid, “Lipschitz-like mapping and its application to convergence analysis of a variant of Newton's method”, Sib. Zh. Vychisl. Mat., 24:2 (2021), 193–212; Num. Anal. Appl., 14:2 (2021), 167–185
Linking options:
https://www.mathnet.ru/eng/sjvm775 https://www.mathnet.ru/eng/sjvm/v24/i2/p193
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