首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Convergence of inexact Newton methods for generalized equations
Authors:A L Dontchev  R T Rockafellar
Institution:1. Mathematical Reviews, Ann Arbor, MI, 48107-8604, USA
2. Department of Mathematics, University of Washington, Seattle, WA, 98195-4350, USA
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.
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号