Critical solutions of nonlinear equations: local attraction for Newton-type methods

• 成果类型: Article
• 署名作者: Izmailov, A. F.; Kurennoy, A. S.; Solodov, M. V.
• 署名单位: Lomonosov Moscow State University; Peoples Friendship University of Russia; Derzhavin Tambov State University
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-017-1128-5
• 发表日期: 2018
• 页码: 355-379
• 关键词: lipschitzian derivatives; nonisolated solutions; critical multipliers; error-bounds; systems; CONVERGENCE; STABILITY; mappings

摘要

We show that if the equation mapping is 2-regular at a solution in some nonzero direction in the null space of its Jacobian (in which case this solution is critical; in particular, the local Lipschitzian error bound does not hold), then this direction defines a star-like domain with nonempty interior from which the iterates generated by a certain class of Newton-type methods necessarily converge to the solution in question. This is despite the solution being degenerate, and possibly non-isolated (so that there are other solutions nearby). In this sense, Newtonian iterates are attracted to the specific (critical) solution. Those results are related to the ones due to A. Griewank for the basic Newton method but are also applicable, for example, to some methods developed specially for tackling the case of potentially non-isolated solutions, including the Levenberg-Marquardt and the LP-Newton methods for equations, and the stabilized sequential quadratic programming for optimization.