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NEWTON'S METHOD FOR SOLVING INCLUSIONS USING SET-VALUED APPROXIMATIONS.

Authors :
ADLY, SAMIR
CIBULKA, RADEK
VAN NGAI, HUYNH
Source :
SIAM Journal on Optimization; 2015, Vol. 25 Issue 1, p159-184, 26p
Publication Year :
2015

Abstract

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 Newton-type 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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10526234
Volume :
25
Issue :
1
Database :
Complementary Index
Journal :
SIAM Journal on Optimization
Publication Type :
Academic Journal
Accession number :
108640703
Full Text :
https://doi.org/10.1137/130926730