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Newton and other continuation methods for multivalued inclusions
Authors:Patrick Saint-Pierre
Affiliation:(1) Place du Maréchal de Lattre de Tassigny, CEREMADE, U.R.A. CNRS 749 Université Paris-Dauphine, 75775 Paris cedex 16, France
Abstract:Viability theory provides an efficient framework for looking for zeros of multivalued equations: 0 isinF(x). The main idea is to consider solutions of a suitable differential inclusion, viable in graph ofF. The choice of the differential inclusion is guided necessarily by the fact that any solution should converge or go through a zero of the multivalued equation. We investigate here a new understanding of the well-known Newton's method, generalizing it to set-valued equations and set up a class of algorithms which involve generalization of some homotopic path algorithms.
Keywords:26E25  34A60  49Mxx
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