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Newton's method for solving strongly regular generalized equation / Método de Newton para resolver equações generalizadas fortemente regularesSilva, Gilson do Nascimento 13 March 2017 (has links)
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Previous issue date: 2017-03-13 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / We consider Newton’s method for solving a generalized equation of the form
f(x) + F(x) 3 0,
where f : Ω → Y is continuously differentiable, X and Y are Banach spaces, Ω ⊆ X is open
and F : X ⇒ Y has nonempty closed graph. Assuming strong regularity of the equation
and that the starting point satisfies Kantorovich’s conditions, we show that the method
is quadratically convergent to a solution, which is unique in a suitable neighborhood of
the starting point. In addition, a local convergence analysis of this method is presented.
Moreover, using convex optimization techniques introduced by S. M. Robinson (Numer.
Math., Vol. 19, 1972, pp. 341-347), we prove a robust convergence theorem for inexact
Newton’s method for solving nonlinear inclusion problems in Banach space, i.e., when
F(x) = −C and C is a closed convex set. Our analysis, which is based on Kantorovich’s
majorant technique, enables us to obtain convergence results under Lipschitz, Smale’s and
Nesterov-Nemirovskii’s self-concordant conditions. / N´os consideraremos o m´etodo de Newton para resolver uma equa¸c˜ao generalizada da forma
f(x) + F(x) 3 0,
onde f : Ω → Y ´e continuamente diferenci´avel, X e Y s˜ao espa¸cos de Banach, Ω ⊆ X ´e
aberto e F : X ⇒ Y tem gr´afico fechado n˜ao-vazio. Supondo regularidade forte da equa¸c˜ao
e que o ponto inicial satisfaz as hip´oteses de Kantorovich, mostraremos que o m´etodo ´e
quadraticamente convergente para uma solu¸c˜ao, a qual ´e ´unica em uma vizinhan¸ca do ponto
inicial. Uma an´alise de convergˆencia local deste m´etodo tamb´em ´e apresentada. Al´em disso,
usando t´ecnicas de otimiza¸c˜ao convexa introduzida por S. M. Robinson (Numer. Math., Vol.
19, 1972, pp. 341-347), provaremos um robusto teorema de convergˆencia para o m´etodo de
Newton inexato para resolver problemas de inclus˜ao n˜ao–linear em espa¸cos de Banach, i.e.,
quando F(x) = −C e C ´e um conjunto convexo fechado. Nossa an´alise, a qual ´e baseada
na t´ecnica majorante de Kantorovich, nos permite obter resultados de convergˆencia sob as
condi¸c˜oes Lipschitz, Smale e Nesterov-Nemirovskii auto-concordante.
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