Kantorovich’s theorem on Newton’s method for solving generalized equations under the majorant condition

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摘要

In this paper we consider a version of the Kantorovich’s theorem for solving the generalized equation F(x)+T(x)∋0, where F is a Fréchet derivative function and T is a set-valued and maximal monotone acting between Hilbert spaces. We show that this method is quadratically convergent to a solution of F(x)+T(x)∋0. We have used the idea of majorant function, which relaxes the Lipschitz continuity of the derivative F′. It allows us to obtain the optimal convergence radius, uniqueness of solution and also to solving generalized equations under Smale’s condition.

论文关键词:Generalized equation,Kantorovich’s theorem,Newton’s method,Hilbert spaces,Majorant condition,Maximal monotone operator

论文评审过程:Received 14 March 2016, Revised 2 April 2016, Accepted 10 April 2016, Available online 30 April 2016, Version of Record 30 April 2016.

论文官网地址:https://doi.org/10.1016/j.amc.2016.04.015