We study convergence of the Newton method for solving generalized equations of the form f(x)+F(x)0,f(x)+F(x)\ni 0, where ff is a continuous but not necessarily smooth function and FF is a set-valued mapping with closed graph, both acting in Banach spaces. We present a Kantorovich-type theorem concerning r-linear convergence for a general algorithmic strategy covering both nonsmooth and smooth cases. Under various conditions we obtain higher-order convergence. Examples and computational experiments illustrate the theoretical results.

Contact details are reproduced from the original publication and may be historical.

Radek Cibulka

NTIS - Dept. of Mathematics, Faculty of Applied Sciences, University of West Bohemia, Univerzitní 22, 306 14 Pilsen, Czech Republic

cibi@kma.zcu.cz

Asen L. Dontchev

Mathematical Reviews, 416 Fourth Street, Ann Arbor, MI 48107-8604, U.S.A.

ald@ams.org

Jakob Preininger

Institute of Statistics and Mathematical Methods in Economics, University of Technology, Wiedner Hauptstrasse 8, 1040 Vienna, Austria

jakob.preininger@tuwien.ac.at

Tomás Roubal

NTIS - Dept. of Mathematics, Faculty of Applied Sciences, University of West Bohemia, Univerzitní 22, 306 14 Pilsen, Czech Republic

roubalt@students.zcu.cz

Vladimir Veliov

Institute of Statistics and Mathematical Methods in Economics, University of Technology, Wiedner Hauptstrasse 8, 1040 Vienna, Austria

veliov@tuwien.ac.at

R. Cibulka, A. L. Dontchev, J. Preininger, T. Roubal, V. Veliov. “Kantorovich-Type Theorems for Generalized Equations.” Journal of Convex Analysis 25 (2018), No. 2, 459–486.