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On Josephy-Halley method for generalized equations

Published 24 Apr 2025 in math.NA, cs.NA, and math.OC | (2504.17649v1)

Abstract: We extend the classical third-order Halley iteration to the setting of generalized equations of the form [ 0 \in f(x) + F(x), ] where (f\colon X\longrightarrow Y) is twice continuously Fr\'echet-differentiable on Banach spaces and (F\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 (u_{k+1}), then incorporates second-order information in a Halley-type corrector step to obtain (x_{k+1}). Under metric regularity of the linearization at a reference solution and H\"older continuity of (f''), we prove that the iterates converge locally with order (2+p) (cubically when (p=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.

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