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arXiv 1604.04568math.NAcs.NAmath.OC
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强正则广义方程求解中牛顿法的局部收敛性分析

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

IME/UFG(联邦大学戈亚纳斯分校数学研究所);CCET/UFOB(巴雷拉斯联邦大学技术教育学院)

O. P. Ferreira, G. N. Silva

AI总结:

本文研究Banach空间中广义方程的牛顿法,证明在强正则性条件下,方法具有超线性或二次收敛速度,通过广义方程的Banach扰动引理和一般主函数放松Lipschitz条件,获得最优收敛半径、解的唯一性及统一了牛顿法理论早期结果。

摘要:

本文研究Banach空间中广义方程的牛顿法。我们证明在广义方程的强正则性条件下,该方法在局部上收敛到解,具有超线性或二次收敛速度。所呈现的分析基于广义方程的Banach扰动引理,并通过使用一般主函数放松对导数的经典Lipschitz条件,从而获得最优收敛半径、解的唯一性以及统一了牛顿法理论早期的结果。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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