Newton's Method for Solving Inclusions Using Set-Valued Approximations

نویسندگان

  • Samir Adly
  • Radek Cibulka
  • Huynh van Ngai
چکیده

Results on stability of both local and global metric regularity under set-valued perturbations are presented. As an application, we study (super)linear convergence of a Newtontype iterative process for solving generalized equations. We investigate several iterative schemes such as the inexact Newton’s method, the nonsmooth Newton’s method for semismooth functions, the inexact proximal point algorithm, etc. Moreover, we also cover a forward-backward splitting algorithm for finding a zero of the sum of two multivalued (not necessarily monotone) operators. Finally, a globalization of the Newton’s method is discussed.

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عنوان ژورنال:
  • SIAM Journal on Optimization

دوره 25  شماره 

صفحات  -

تاریخ انتشار 2015