In this paper we present a steepest descent method with Armijo's rule for
multicriteria optimization in the Riemannian context. The well definedness of
the sequence generated by the method is guaranteed. Under mild assumptions on
the multicriteria function, we prove that each accumulation point (if they
exist) satisfies first-order necessary conditions for Pareto optimality.
Moreover, assuming quasi-convexity of the multicriteria function and
non-negative curvature of the Riemannian manifold, we prove full convergence of
the sequence to a Pareto critical.
A local convergence analysis of Newton's method for solving nonlinear
equations, under a majorant condition, is presented in this paper. Without
assuming convexity of the derivative of the majorant function, which relaxes
the Lipschitz condition on the operator under consideration, convergence, the
biggest range for uniqueness of the solution, the optimal convergence radius
and results on the convergence rate are established. Besides, two special cases
of the general theory are presented as an application.