Skip to main content
Log in

Newton’s Method for Solving Generalized Equations Without Lipschitz Condition

  • Published:
Journal of Optimization Theory and Applications Aims and scope Submit manuscript

Abstract

This paper aims to establish higher order convergence of the (inexact) Newton’s method for solving generalized equations composed of the sum of a single-valued mapping and a set-valued mapping between arbitrary Banach spaces without Lipschitz conditions. Imposing Hölder calmness property on the gradient of the single-valued mapping instead of Lipschitz continuity, by virtue of the contraction mapping principle, we establish exact relationship between the order of calmness for the gradient and the order of local convergence for the (inexact) Newton’s method. Furthermore, we extend the obtained results to a restricted version of the Newton’s method, which ensures that every sequence generated by this method converges to a solution of the generalized equation. Numerical examples are provided to illustrate the theoretical results.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1

Similar content being viewed by others

References

  1. Adly, S., Cibulka, R., Ngai, H.V.: Newton’s method for solving inclusions using set-valued approximations. SIAM J. Optim. 25, 159–184 (2015)

  2. Adly, S., Ngai, H.V., Nguyen, V.V.: Stability of metric regularity with set-valued perturbations and application to Newton’s method for solving generalized equations. Set-Valued Var. Anal. 25, 543–567 (2017)

    Article  MathSciNet  Google Scholar 

  3. Aragón Artacho, F.J., Dontchev, A.L., Gaydu, M., Geoffroy, M.H., Veliov, V.M.: Metric regularity of Newton’s iteration. SIAM J. Optim. 49, 339–362 (2011)

    Article  MathSciNet  Google Scholar 

  4. Aragón Artacho, F.J., Belyakov, A., Dontchev, A.L., López, M.: Local convergence of quasi-Newton methods under metric regularity. Comput. Optim. Appl. 58, 225–247 (2014)

    Article  MathSciNet  Google Scholar 

  5. Argyros, I.K., Silva, G.N.: Extending the Kantorovich’s theorem on Newton’s method for solving strongly regular generalized equation. Optim. Lett. 13, 213–226 (2019)

    Article  MathSciNet  Google Scholar 

  6. Censor, Y., Gibali, A., Reich, S.: Algorithms for the split variational inequality problem. Numer. Algorithms 59, 301–323 (2012)

    Article  MathSciNet  Google Scholar 

  7. Cibulka, R., Dontchev, A.L., Geoffroy, M.H.: Inexact newton methods and Dennis–Moré theorem for nonsmooth generalized equations. SIAM J. Control Optim. 53, 1003–1019 (2015)

    Article  MathSciNet  Google Scholar 

  8. Dembo, R.S., Eisenstat, S.C., Steihaug, T.: Inexact Newton methods. SIAM J. Numer. Anal. 19, 400–408 (1982)

    Article  MathSciNet  Google Scholar 

  9. Dontchev, A.L., Rockafellar, R.T.: Implicit Functions and Solution Mappings. Springer, Berlin (2009)

    Book  Google Scholar 

  10. Dontchev, A.L., Rockafellar, R.T.: Newton’s method for generalized equations: a sequential implicit function theorem. Math. Program. Ser. B 123, 139–159 (2010)

  11. Dontchev, A.L., Rockafellar, R.T.: Convergence of inexact Newton methods for generalized equations. Math. Program. Ser. B 139, 115–137 (2013)

  12. Ferris, M.C., Pang, J.S.: Engineering and economic applications of complementarity problems. SIAM Rev. 39, 669–713 (1997)

    Article  MathSciNet  Google Scholar 

  13. Ferreira, O.P.: A robust semi-local convergence analysis of Newton’s method for cone inclusion problems in Banach spaces under affine invariantmajorant condition. J. Comput. Appl. Math. 279, 318–335 (2015)

    Article  MathSciNet  Google Scholar 

  14. Ferreira, O.P., Silva, G.N.: Kantorovich’s theorem on Newton’s method for solving strongly regular generalized equation. SIAM J. Optim. 27, 910–926 (2017)

    Article  MathSciNet  Google Scholar 

  15. Ferreira, O.P., Silva, G.N.: Local convergence analysis of Newton’s method for solving strongly regular generalized equations. J. Math. Anal. Appl. 458, 481–496 (2018)

    Article  MathSciNet  Google Scholar 

  16. Gaydu, M., Silva, G.N.: A general iterative procedure to solve generalized equations with differentiable multifunction. J. Optim. Theory Appl. 185, 207–222 (2020)

    Article  MathSciNet  Google Scholar 

  17. He, H., Ling, C., Xu, H.K.: A relaxed projection method for split variational inequalities. J. Optim. Theory Appl. 166, 213–233 (2015)

    Article  MathSciNet  Google Scholar 

  18. Izmailov, A.F., Solodov, M.V.: Newton-type Methods for Optimization and Variational Problems. Springer, New York (2014)

    Book  Google Scholar 

  19. Josephy, N.H.: Newton’s method for generalized equations and the pies energy model. Ph.D. thesis, Department of Industrial Engineering, University of Wisconsin-Madison (1979)

  20. Kelley, C.T.: Solving Nonlinear Equations with Newton’s Method. Fundamentals of Algorithms. SIAM, Philadelphia (2003)

    Book  Google Scholar 

  21. Li, C., Ng, K.F.: Majorizing functions and convergence of the Gauss–Newton method for convex composite optimization. SIAM J Optim. 18, 613–642 (2007)

    Article  MathSciNet  Google Scholar 

  22. Marini, L., Morini, B., Porcelli, M.: Quasi-Newton methods for constrained nonlinear systems: complexity analysis and applications. Comput. Optim. Appl. 71, 147–170 (2018)

    Article  MathSciNet  Google Scholar 

  23. Oliveira, F.R., Ferreira, O.P., Silva, G.N.: Newton’s method with feasible Inexact projections for solving constrained generalized equations. Comput. Optim. Appl. 72, 159–177 (2019)

    Article  MathSciNet  Google Scholar 

  24. Ouyang, W., Zhang, B.: Regularity of Newton’s iteration for general parametric variational system. J. Fixed Point Theory Appl. 21, 92 (2019). https://doi.org/10.1007/s11784-019-0733-8

    Article  MathSciNet  MATH  Google Scholar 

  25. Rashid, M.H., Yuan, Y.X.: Convergence properties of a restricted Newton-type method for generalized equations with metrically regular mappings. Appl. Anal. (2017). https://doi.org/10.1080/00036811.2017.1392018

  26. Robinson, S.M.: Generalized equations and their solutions, part I: basic theory. Math. Program. Stud. 10, 128–141 (1979)

    Article  Google Scholar 

  27. Robinson, S.M.: Generalized equations and their solutions, part II: applications to nonlinear programming. Math. Program. Stud. 19, 200–221 (1982)

    Article  Google Scholar 

  28. Robinson, S.M.: Newton’s method for a class of nonsmooth functions. Set Valued Anal. 2, 291–305 (1994)

    Article  MathSciNet  Google Scholar 

Download references

Acknowledgements

The authors would like to express their grate gratitude to the editors and referees for their helpful comments and constructive suggestions which help us to improve the quality of this work. This research was supported by the National Natural Science Foundation of China (Grants 11801500).

Author information

Authors and Affiliations

Authors

Additional information

Communicated by Juan Parra.

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Wang, J., Ouyang, W. Newton’s Method for Solving Generalized Equations Without Lipschitz Condition. J Optim Theory Appl 192, 510–532 (2022). https://doi.org/10.1007/s10957-021-01974-0

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10957-021-01974-0

Keywords

Mathematics Subject Classification

Navigation