On a Newton Type Iterative Method for Solving Inclusions

Published Online:https://doi.org/10.1287/moor.20.4.790

We introduce a notion of strict differentiability for multifunctions by means of a notion of tangency based on a uniform property of Clarke's tangent cone. Given a multifunction G and a point (a, b) ∈ G and assuming that the derivative DG(a, b) is surjective and has a bounded inverse, we build a sequence ((xn, yn)) ⊂ G, such that d(xn+1xn, DG(a, b)−1(−yn)) converges to 0. The sequence ((xn, yn)) is shown to converge to (x, 0) where x is a solution of 0 ∈ G(x) provided the norm of ‖y0‖ is small enough. As a consequence we obtain an open mapping theorem for multifunctions whose proof is constructive.

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