Skip to main content
Log in

A Kantorovich-type convergence analysis of the Newton–Josephy method for solving variational inequalities

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

We present a Kantorovich-type semilocal convergence analysis of the Newton–Josephy method for solving a certain class of variational inequalities. By using a combination of Lipschitz and center-Lipschitz conditions, and our new idea of recurrent functions, we provide an analysis with the following advantages over the earlier works (Wang 2009, Wang and Shen, Appl Math Mech 25:1291–1297, 2004) (under the same or less computational cost): weaker sufficient convergence conditions, larger convergence domain, finer error bounds on the distances involved, and an at least as precise information on the location of the solution.

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.

Similar content being viewed by others

References

  1. Alefeld, G., Herzberger, J.: Introduction to Interval Computations. Translated from the German by Jon Rokne, Computer Science and Applied Mathematics. Academic, New York (1983)

    Google Scholar 

  2. Argyros, I.K.: On the Newton–Kantorovich hypothesis for solving equations. J. Comput. Appl. Math. 169, 315–332 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  3. Argyros, I.K.: A unifying local–semilocal convergence analysis and applications for two-point Newton-like methods in Banach space. J. Math. Anal. Appl. 298, 374–397 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  4. Argyros, I.K.: Convergence and Applications of Newton-Type Iterations. Springer, New York (2008)

    MATH  Google Scholar 

  5. Argyros, I.K., Hilout, S.: Efficient Methods for Solving Equations and Variational Inequalities. Polimetrica, Milan (2009)

    Google Scholar 

  6. Argyros, I.K., Hilout, S.: Enclosing roots of polynomial equations and their applications to iterative processes. Surveys Math. Appl. 4, 119–132 (2009)

    MATH  MathSciNet  Google Scholar 

  7. Brézis, H.: Opérateurs maximaux monotones et semi-groupes de contractions dans les espaces de Hilbert, North-Holland Mathematics Studies, No. 5, Notas de Matemática (50). North-Holland, Amsterdam (1973)

  8. Chen, B., Harker, P.T.: A continuation method for monotone variational inequalities. Math. Program. 69, 273–253 (1995)

    Article  MathSciNet  Google Scholar 

  9. Eaves, B.C.: A Locally Quadratically Convergent Algorithm for Computing Stationary Point. Dpt of Operations Research, Stanford University, Palo Alto (1978)

  10. Harker, P.T., Pang, J.S.: Finite-dimensional variational inequality and nonlinear complementarity problems: a survey of theory, algorithms and applications. Math. Program. Ser. B, 48, 161–220 (1990)

    Article  MATH  MathSciNet  Google Scholar 

  11. Izmailov, A.F, Solodov, M.V.: Inexact Josephy–Newton framework for generalized equations and its applications to local analysis of Newtonian methods for constrained optimization. Comput. Optim. Appl. doi:10.1007/s10589-009-9265-2

  12. Josephy, N.H.: Newton’s method for generalized equations, Technical report no. 1965, Mathematics Research Center, University of Wisconsin, Madison, WI (1979)

  13. Kantorovich, L.V., Akilov, G.P.: Functional Analysis. Pergamon, Oxford (1982)

    MATH  Google Scholar 

  14. Ortega, L.M., Rheinboldt, W.C.: Iterative Solution of Nonlinear Equations in Several Variables. Academic, New York (1970)

    MATH  Google Scholar 

  15. Peng, Ji-M., Kanzow, C., Fukushima, M.: A hybrid Josephy–Newton method for solving box constrained variational inequality problems via the D-gap function. Optim. Methods Softw. 10, 687–710 (1999)

    Article  MATH  MathSciNet  Google Scholar 

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

    MATH  Google Scholar 

  17. Robinson, S.M.: Strongly regular generalized equations. Math. Oper. Res. 5, 43–62 (1980)

    Article  MATH  MathSciNet  Google Scholar 

  18. Solodov, M.V., Svaiter, B.F.: A new proximal-based globalization strategy for the Josephy–Newton method for variational inequalities. Optim. Methods Softw. 17, 965–983 (2002)

    Article  MATH  MathSciNet  Google Scholar 

  19. Wang, Z.Y.: Semilocal convergence of Newton’s method for finite-dimensional variational inequalities and nonlinear complementarity problems, Dissertation, Fakultät für Mathematik, Universität Karlsruhe (2005)

  20. Wang, Z.Y.: Extensions of Kantorovich theorem to variational inequality problems. Z. Angew. Math. Mech. 88, 179–190 (2008)

    Article  MATH  Google Scholar 

  21. Wang, Z.Y.: Extensions of the Newton–Kantorovich theorem to variational inequality problems. http://math.nju.edu.cn/~zywang/paper/Kantorovich_VIP.pdf (2009)

  22. Wang, Z.Y., Shen, Z.H.: Kantorovich theorem for variational inequalities, (English Ed.). Appl. Math. Mech. 25, 1291–1297 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  23. Xiao, B., Harker, P.T.: A nonsmooth Newton method for variational inequality. I: Theory, Math. Program. 65, 151–194 (1994)

    Article  MathSciNet  Google Scholar 

  24. Xiao, B., Harker, P.T.: A nonsmooth Newton method for variational inequality, II: numerical results. Math. Program. 65, 195–216 (1994)

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Saïd Hilout.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Argyros, I.K., Hilout, S. A Kantorovich-type convergence analysis of the Newton–Josephy method for solving variational inequalities. Numer Algor 55, 447–466 (2010). https://doi.org/10.1007/s11075-010-9364-2

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-010-9364-2

Keywords

AMS Subject Classifications

Navigation