
doi: 10.1007/bf01581255
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.
Nonlinear programming, generalized Newton method, Numerical solutions to equations with nonlinear operators, continuously Gâteaux differentiable, multivalued mapping, Hilbert space, subdifferential, Variational inequalities, lower semicontinuous proper convex function, quadratic convergence
Nonlinear programming, generalized Newton method, Numerical solutions to equations with nonlinear operators, continuously Gâteaux differentiable, multivalued mapping, Hilbert space, subdifferential, Variational inequalities, lower semicontinuous proper convex function, quadratic convergence
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