A smooth generalized Newton method for a class of non smooth equations

Abstract

This paper presents a Newton-type iterative scheme for finding the zero of the sum of a differentiable function and a multivalued maximal monotone function. Local and semi-local convergence results are proved for the Newton scheme, and an analogue of the Kantorovich theorem is proved for the associated modified scheme that uses only one Jacobian evaluation for the entire iteration. Applications in variational inequalities are discussed, and an illustrative numerical example is given.