On the Josephy–Halley method for generalized equations

Tomáš Roubal & Jan Valdman

Optimization2026https://doi.org/10.1080/02331934.2026.2653193article
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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 Fréchet-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 Hölder 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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https://doi.org/https://doi.org/10.1080/02331934.2026.2653193

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@article{tomáš2026,
  title        = {{On the Josephy–Halley method for generalized equations}},
  author       = {Tomáš Roubal & Jan Valdman},
  journal      = {Optimization},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1080/02331934.2026.2653193},
}

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