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arxiv: 1604.04568 · v3 · submitted 2016-04-15 · 🧮 math.NA · math.OC

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Local convergence analysis of Newton's method for solving strongly regular generalized equations

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classification 🧮 math.NA math.OC
keywords generalizedmethodnewtonanalysisbanachconvergenceequationequations
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In this paper we study Newton's method for solving generalized equations in Banach spaces. We show that under strong regularity of the generalized equation, the method is locally convergent to a solution with superlinear/quadratic rate. The presented analysis is based on Banach Perturbation Lemma for generalized equation and the classical Lipschitz condition on the derivative is relaxed by using a general majorant function, which enables obtaining the optimal convergence radius, uniqueness of solution as well as unifies earlier results pertaining to Newton's method theory.

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