Skip to main content
Log in

Convergence Analysis of the Gauss–Newton-Type Method for Lipschitz-Like Mappings

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

Abstract

We introduce in the present paper a Gauss–Newton-type method for solving generalized equations defined by sums of differentiable mappings and set-valued mappings in Banach spaces. Semi-local convergence and local convergence of the Gauss–Newton-type method are analyzed.

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

    Article  MATH  Google Scholar 

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

    Article  MATH  Google Scholar 

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

    Article  MathSciNet  MATH  Google Scholar 

  4. Dontchev, A.L.: Local convergence of the Newton method for generalized equation. C. R. Acad. Sci. Paris, Ser. I 322, 327–331 (1996)

    MathSciNet  MATH  Google Scholar 

  5. Dedieu, J.P., Kim, M.H.: Newton’s method for analytic systems of equations with constant rank derivatives. J. Complex. 18, 187–209 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  6. Dedieu, J.P., Shub, M.: Newton’s method for overdetermined systems of equations. Math. Comput. 69, 1099–1115 (2000)

    MathSciNet  MATH  Google Scholar 

  7. Li, C., Zhang, W.H., Jin, X.Q.: Convergence and uniqueness properties of Gauss–Newton’s method. Comput. Math. Appl. 47, 1057–1067 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  8. He, J.S., Wang, J.H., Li, C.: Newton’s method for underdetemined systems of equations under the modified γ-condition. Numer. Funct. Anal. Optim. 28, 663–679 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  9. Xu, X.B., Li, C.: Convergence of newton’s method for systems of equations with constant rank derivatives. J. Comput. Math. 25, 705–718 (2007)

    MathSciNet  MATH  Google Scholar 

  10. Xu, X.B., Li, C.: Convergence criterion of Newton’s method for singular systems with constant rank derivatives. J. Math. Anal. Appl. 345, 689–701 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  11. Robinson, S.M.: Extension of Newton’s method to nonlinear functions with values in a cone. Numer. Math. 19, 341–347 (1972)

    Article  MathSciNet  MATH  Google Scholar 

  12. 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  MATH  Google Scholar 

  13. Aubin, J.P.: Lipschitz behavior of solutions to convex minimization problems. Math. Oper. Res. 9, 87–111 (1984)

    Article  MathSciNet  MATH  Google Scholar 

  14. Jean-Alexis, C., Piétrus, A.: On the convergence of some methods for variational inclusions. Rev. R. Acad. Cien. Serie A. Mat. 102, 355–361 (2008)

    Article  MATH  Google Scholar 

  15. Argyros, I.K., Hilout, S.: Local convergence of Newton-like methods for generalized equations. Appl. Math. Comput. 197, 507–514 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  16. Dontchev, A.L.: The Graves theorem revisited. J. Convex Anal. 3, 45–53 (1996)

    MathSciNet  MATH  Google Scholar 

  17. Haliout, S., Piétrus, A.: A semilocal convergence of a secant-type method for solving generalized equations. Positivity 10, 693–700 (2006)

    Article  MathSciNet  Google Scholar 

  18. Pietrus, A.: Does Newton’s method for set-valued maps converges uniformly in mild differentiability context? Rev. Colomb. Mat. 34, 49–56 (2000)

    MathSciNet  MATH  Google Scholar 

  19. Mordukhovich, B.S.: Variational Analysis and Generalized Differentiation I: Basic Theory. Springer, Berlin (2006)

    Google Scholar 

  20. Aubin, J.P., Frankowska, H.: Set-Valued Analysis. Birkhäuser, Boston (1990)

    MATH  Google Scholar 

  21. Mordukhovich, B.S.: Sensitivity analysis in nonsmooth optimization. In: Field, D.A., Komkov, V. (eds.) Theoretical Aspects of Industrial Design. SIAM Proc. Appl. Math., vol. 58, pp. 32–46 (1992)

    Google Scholar 

  22. Penot, J.P.: Metric regularity, openness and Lipschitzian behavior of multifunctions. Nonlinear Anal. 13, 629–643 (1989)

    Article  MathSciNet  MATH  Google Scholar 

  23. Dontchev, A.L., Hager, W.W.: An inverse mapping theorem for set-valued maps. Proc. Am. Math. Soc. 121, 481–489 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  24. Burke, J.V., Ferris, M.C.: A Gauss–Newton method for convex composite optimization. Math. Program. 71, 179–194 (1995)

    MathSciNet  MATH  Google Scholar 

  25. Li, C., Wang, X.H.: On convergence of the Gauss–Newton method for convex composite optimization. Math. Program., Ser. A 91, 349–356 (2002)

    Article  MATH  Google Scholar 

  26. Dontchev, A.L.: Uniform convergence of the Newton method for Aubin continuous maps. Serdica Math. J. 22, 385–398 (1996)

    MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

The authors thank the referees and the associate editor for their valuable comments and constructive suggestions which improved the presentation of this manuscript. Research work of the first author is fully supported by Chinese Scholarship Council, and research work of the third author is partially supported by National Natural Science Foundation (grant 11171300) and Zhejiang Provincial Natural Science Foundation (grant Y6110006) of China.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to C. Li.

Additional information

Communicated by Nguyen Don Yen.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Rashid, M.H., Yu, S.H., Li, C. et al. Convergence Analysis of the Gauss–Newton-Type Method for Lipschitz-Like Mappings. J Optim Theory Appl 158, 216–233 (2013). https://doi.org/10.1007/s10957-012-0206-3

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10957-012-0206-3

Keywords

Navigation