On the solution and applications of generalized equations using Newton's method
Tom 31 / 2004
Applicationes Mathematicae 31 (2004), 229-242
MSC: 65G99, 65J15, 47H17, 49M15.
DOI: 10.4064/am31-2-7
Streszczenie
We provide local and semilocal convergence results for Newton's method when used to solve generalized equations. Using Lipschitz as well as center-Lipschitz conditions on the operators involved instead of just Lipschitz conditions we show that our Newton–Kantorovich hypotheses are weaker than earlier sufficient conditions for the convergence of Newton's method. In the semilocal case we provide finer error bounds and a better information on the location of the solution. In the local case we can provide a larger convergence radius. Our results apply to generalized equations involving single as well as multivalued operators, which include variational inequalities, nonlinear complementarity problems and nonsmooth convex minimization problems.
