Convergence of inexact Newton methods for generalized equations

被引:30
|
作者
Dontchev, A. L. [1 ]
Rockafellar, R. T. [2 ]
机构
[1] Math Reviews, Ann Arbor, MI 48107 USA
[2] Univ Washington, Dept Math, Seattle, WA 98195 USA
基金
美国国家科学基金会;
关键词
Inexact Newton method; Generalized equations; Metric regularity; Metric subregularity; Variational inequality; Nonlinear programming; LOCAL CONVERGENCE; VARIATIONAL-INEQUALITIES;
D O I
10.1007/s10107-013-0664-x
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
For solving the generalized equation , where is a smooth function and is a set-valued mapping acting between Banach spaces, we study the inexact Newton method described by (f(x(k)) + Df(x(k))(x(k+1) - x(k)) + F(x(k+1) )) boolean AND R-k(x(k), x(k+1) ) not equal empty set, where is the derivative of and the sequence of mappings represents the inexactness. We show how regularity properties of the mappings and 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.
引用
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页码:115 / 137
页数:23
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