On the Newton method for set-valued maps

Abstract The Newton method is one of the most powerful tools used to solve systems of nonlinear equations. Its set-valued generalization, considered in this work, allows one to solve also nonlinear equations with geometric constraints and systems of inequalities in a unified manner. The emphasis is given to systems of linear inequalities. The study of the well-posedness of the algorithm and of its convergence is fulfilled in the framework of modern variational analysis.

[1]  R. Tyrrell Rockafellar,et al.  Convex Analysis , 1970, Princeton Landmarks in Mathematics and Physics.

[2]  Benar Fux Svaiter,et al.  A Continuous Dynamical Newton-Like Approach to Solving Monotone Inclusions , 2011, SIAM J. Control. Optim..

[3]  D. Azé,et al.  A Unified Theory for Metric Regularity of Multifunctions , 2006 .

[4]  R. Rockafellar,et al.  Implicit Functions and Solution Mappings , 2009 .

[5]  Local convergence of Newton’s method for subanalytic variational inclusions , 2008 .

[6]  B. Mordukhovich Variational analysis and generalized differentiation , 2006 .

[7]  R. D. Murphy,et al.  Iterative solution of nonlinear equations , 1994 .

[8]  Hung M. Phan,et al.  Generalized Newton’s method based on graphical derivatives , 2010, 1009.0410.

[9]  Oleg Burdakov On properties of Newton's method for smooth and nonsmooth equations , 1995 .

[10]  C. C. Chou,et al.  On a Newton Type Iterative Method for Solving Inclusions , 1995, Math. Oper. Res..

[11]  R. Tyrrell Rockafellar,et al.  Variational Analysis , 1998, Grundlehren der mathematischen Wissenschaften.

[12]  P. Saint-Pierre Newton and other continuation methods for multivalued inclusions , 1995 .

[13]  J. Aubin,et al.  Applied Nonlinear Analysis , 1984 .

[14]  R. Tyrrell Rockafellar,et al.  Newton’s method for generalized equations: a sequential implicit function theorem , 2010, Math. Program..

[15]  A. Piétrus,et al.  On the convergence of some methods for variational inclusions , 2008 .

[16]  Asen L. Dontchev,et al.  UNIFORM CONVERGENCE OF THE NEWTON METHOD FOR AUBIN CONTINUOUS MAPS , 1996 .

[17]  Diethard Klatte,et al.  Stability of inclusions: characterizations via suitable Lipschitz functions and algorithms , 2006 .

[18]  F. Clarke Optimization And Nonsmooth Analysis , 1983 .

[19]  B. N. Pshenichnyi Newton's method for the solution of systems of equalities and inequalities , 1970 .

[20]  James M. Ortega,et al.  Iterative solution of nonlinear equations in several variables , 2014, Computer science and applied mathematics.