Remarks on the generalized Newton method

DOI10.1007/BF01581255MaRDI QIDQ687040zbMATH OpenFDO

Publication date 6 January 1994

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01581255

continuously Gâteaux differentiable generalized Newton method Hilbert space lower semicontinuous proper convex function multivalued mapping quadratic convergence subdifferential

Mathematics Subject Classification ID

Variational inequalities (49J40) Numerical solutions to equations with nonlinear operators (65J15) Nonlinear programming (90C30)

Review text

Let \(H\) be a Hilbert space, \(f: H\to H\) a continuously Gâteaux differentiable function and \(g: H\to H\) a multivalued mapping. For the numerical solution of the problem \(f(u)+ g(u)\ni 0\), the generalized Newton method \(u_{n+1}= (f'(u_ n)+ g)^{-1}(f'(u_ n)[u_ n]- f(u_ n))\) is considered. For the case when \(g\) is the subdifferential mapping of a lower semicontinuous proper convex function, a quadratic convergence result is proved. A problem of this type appears when formulating the usual optimality condition for the minimization of the sum of a twice-differentiable convex function and a lower semicontinuous proper convex function. A numerical example illustrating the method is also presented.

Recommendations

Cites work

Cited in

(11)

This page was built for publication: Remarks on the generalized Newton method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q687040)