Convergence of inexact Newton methods for generalized equations |
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Authors: | A. L. Dontchev R. T. Rockafellar |
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Affiliation: | 1. Mathematical Reviews, Ann Arbor, MI, 48107-8604, USA 2. Department of Mathematics, University of Washington, Seattle, WA, 98195-4350, USA
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Abstract: | For solving the generalized equation $f(x)+F(x) ni 0$ , where $f$ is a smooth function and $F$ is a set-valued mapping acting between Banach spaces, we study the inexact Newton method described by $$begin{aligned} left( f(x_k)+ D f(x_k)(x_{k+1}-x_k) + F(x_{k+1})right) cap R_k(x_k, x_{k+1}) ne emptyset , end{aligned}$$ where $Df$ is the derivative of $f$ and the sequence of mappings $R_k$ represents the inexactness. We show how regularity properties of the mappings $f+F$ and $R_k$ are able to guarantee that every sequence generated by the method is convergent either q-linearly, q-superlinearly, or q-quadratically, according to the particular assumptions. We also show there are circumstances in which at least one convergence sequence is sure to be generated. As a byproduct, we obtain convergence results about inexact Newton methods for solving equations, variational inequalities and nonlinear programming problems. |
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