Skip to main content
Log in

A Fréchet derivative-free cubically convergent method for set-valued maps

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

Abstract

We introduce a new iterative method in order to approximate a locally unique solution of variational inclusions in Banach spaces. The method uses only divided differences operators of order one. An existence–convergence theorem and a radius of convergence are given under some conditions on divided difference operator and Lipschitz-like continuity property of set-valued mappings. Our method extends the recent work related to the resolution of nonlinear equation in Argyros (J Math Anal Appl 332:97–108, 2007) and has the following advantages: faster convergence to the solution than all the previous known ones in Argyros and Hilout (Appl Math Comput, 2008 in press), Hilout (J Math Anal Appl 339:53–761, 2008, Positivity 10:673–700, 2006), and we do not need to evaluate any Fréchet derivative. We provide also an improvement of the ratio of our algorithm under some center-conditions and less computational cost. Numerical examples are also provided.

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. Amat, S., Busquier, S., Candela, V.F.: A class of quasi-Newton generalized Steffensen’s methods on Banach spaces. J. Comput. Appl. Math. 149, 397–406 (2002)

    Article  MATH  MathSciNet  Google Scholar 

  2. Argyros, I.K.: The secant method and fixed points of nonlinear operators. Monatshefte für Math. 106, 85–94 (1988)

    Article  MATH  Google Scholar 

  3. Argyros, I.K.: New sufficient convergence conditions for the Secant method. Czechoslov. Math. J. 55, 175–187 (2005)

    Article  MATH  Google Scholar 

  4. Argyros, I.K.: On a two-point Newton-like method of convergent order two. Int. J. Comput Math. 88, 219–234 (2005)

    Article  Google Scholar 

  5. Argyros, I.K.: On the Secant method for solving nonsmooth equations. J. Math. Anal. Appl. 322, 146–157 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  6. Argyros, I.K.: Convergence and Applications of Newton-type Iterations. Springer-Verlag, New York (2008)

    Google Scholar 

  7. Argyros, I.K.: A Kantorovich-type analysis for a fast iterative method for solving nonlinear equations. J. Math. Anal. Appl. 332, 97–108 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  8. Argyros, I.K., Hilout, S.: Local convergence of Newton-like methods for generalized equations. Appl. Math. Comput. (2008, in press)

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

    MATH  Google Scholar 

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

    Article  MATH  MathSciNet  Google Scholar 

  11. Hilout, S.: Convergence analysis of a family of Steffensen-type methods for generalized equations. J. Math. Anal. Appl. 339, 753–761 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  12. Hilout, S., Piétrus, A.: A semilocal convergence of a secant-type method for solving generalized equations. Positivity 10, 673–700 (2006)

    Article  Google Scholar 

  13. Mordukhovich, B.S.: Stability theory for parametric generalized equations and variational inequalities via nonsmooth analysis. Trans. Amer. Math. Soc. 343, 609-657 (1994)

    Article  MATH  MathSciNet  Google Scholar 

  14. Mordukhovich, B.S.: Variational Analysis and Generalized Differentiation. I. Basic Theory, II. Applications (two volumes), vol. 330 and 331. Springer, Grundlehren Series (2006)

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

    MATH  Google Scholar 

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

    MATH  Google Scholar 

  17. Rockafellar, R.T.: Lipschitzian properties of multifunctions. Nonlinear Analysis 9, 867–885 (1984)

    Article  MathSciNet  Google Scholar 

  18. Rockafellar, R.T., Wets, R.J.-B.: Variational Analysis, a Series of Comprehensives Studies in Mathematics, vol. 317. Springer (1998)

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Ioannis K. Argyros.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Argyros, I.K., Hilout, S. A Fréchet derivative-free cubically convergent method for set-valued maps. Numer Algor 48, 361–371 (2008). https://doi.org/10.1007/s11075-008-9205-8

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-008-9205-8

Keywords

Mathematics Subject Classifications (2000)

Navigation