English

On Josephy-Halley method for generalized equations

Numerical Analysis 2025-04-25 v1 Numerical Analysis Optimization and Control

Abstract

We extend the classical third-order Halley iteration to the setting of generalized equations of the form 0f(x)+F(x), 0 \in f(x) + F(x), where f ⁣:XYf\colon X\longrightarrow Y is twice continuously Fr\'echet-differentiable on Banach spaces and F ⁣:X\ttoYF\colon X\tto Y is a set-valued mapping with closed graph. Building on predictor-corrector framework, our scheme first solves a partially linearized inclusion to produce a predictor uk+1u_{k+1}, then incorporates second-order information in a Halley-type corrector step to obtain xk+1x_{k+1}. Under metric regularity of the linearization at a reference solution and H\"older continuity of ff'', we prove that the iterates converge locally with order 2+p2+p (cubically when p=1p=1). Moreover, by constructing a suitable scalar majorant function we derive semilocal Kantorovich-type conditions guaranteeing well-definedness and R-cubic convergence from an explicit neighbourhood of the initial guess. Numerical experiments-including one- and two-dimensional test problems confirm the theoretical convergence rates and illustrate the efficiency of the Josephy-Halley method compared to its Josephy-Newton counterpart.

Keywords

Cite

@article{arxiv.2504.17649,
  title  = {On Josephy-Halley method for generalized equations},
  author = {Tomáš Roubal and Jan Valdman},
  journal= {arXiv preprint arXiv:2504.17649},
  year   = {2025}
}

Comments

17 pages, 3 figures

R2 v1 2026-06-28T23:10:06.638Z