LOCAL CONVERGENCE THEOREMS FOR NEWTON METHODS

  • Published : 2001.05.01

Abstract

Affine invariant sufficient conditions are given for two local convergence theorems involving inexact Newton-like methods. The first uses conditions on the first Frechet-derivative whereas the second theorem employs hypotheses on the mth(m≥2 an integer). Radius of convergence as well as rate of convergence results are derived. Results involving superlinear convergence and known to be true for inexact Newton methods are extended here. Moreover, we show that under hypotheses on the mth Frechet-derivative our radius of convergence can sometimes be larger than the corresponding one in [10]. This allows a wider choice for the initial guess. A numerical example is also provided to show that our radius of convergence is larger than the one in [10].

Keywords

References

  1. J. Comput. Appl. Math. v.36 On the convergence of some projection methods with perturbation I.K.Argyros
  2. Southwest Journal of Pure App. Math. v.1 Comparing the radii of some balls appearing in connection to three local convergence theorems for Nuwton's method I.K.Argyros
  3. Intern. J. Comp. Math. v.71 Relations between forcing sequences and inexact Newton-like iterates on Bonach space I.K.Argyros
  4. The Theory and Application of Iteration Methods I.K.Argyros;F.Szidarovszky
  5. SIAM J. Numer. Anal. v.24 no.2 A loal convergence theory for combined inexact-Newton/finite-difference projection methods P.N.Brown
  6. SIAM J. Numenr. Anal. v.19 no.2 Inexact Newton methods R.S.Dembo;S.C.Eisenstat;T.Steihaug
  7. J. Comput. Appl. Math v.79 A new semilocal convergence theorem for Newton's method J.M.Gutierrez
  8. Functional Analysis L.V.Kantorovich;G.P.;Akilov
  9. SIAM J. Optimiz.Th. Appl. v.63 no.3 On Q-order and R-order of convergence F.A.Potra
  10. SIAM J. Numer. Anal. v.21 no.3 Local convergence of inexact Newton methods T.J.Ypma