• Title/Summary/Keyword: inexact Newton method

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A MODIFIED INEXACT NEWTON METHOD

  • Huang, Pengzhan;Abduwali, Abdurishit
    • Journal of applied mathematics & informatics
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    • v.33 no.1_2
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    • pp.127-143
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    • 2015
  • In this paper, we consider a modified inexact Newton method for solving a nonlinear system F(x) = 0 where $F(x):R^n{\rightarrow}R^n$. The basic idea is to accelerate convergence. A semi-local convergence theorem for the modified inexact Newton method is established and an affine invariant version is also given. Moreover, we test three numerical examples which show that the modified inexact scheme is more efficient than the classical inexact Newton strategy.

INEXACT-NEWTON METHOD FOR SOLVING OPERATOR EQUATIONS IN INFINITE-DIMENSIONAL SPACES

  • Liu Jing;Gao Yan
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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    • pp.351-360
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    • 2006
  • In this paper, we develop an inexact-Newton method for solving nonsmooth operator equations in infinite-dimensional spaces. The linear convergence and superlinear convergence of inexact-Newton method under some conditions are shown. Then, we characterize the order of convergence in terms of the rate of convergence of the relative residuals. The present inexact-Newton method could be viewed as the extensions of previous ones with same convergent results in finite-dimensional spaces.

THE CONVERGENCE BALL OF INEXACT NEWTON-LIKE METHOD IN BANACH SPACE UNDER WEAK LIPSHITZ CONDITION

  • Argyros, Ioannis K.;George, Santhosh
    • Journal of the Chungcheong Mathematical Society
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    • v.28 no.1
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    • pp.1-12
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    • 2015
  • We present a local convergence analysis for inexact Newton-like method in a Banach space under weaker Lipschitz condition. The convergence ball is enlarged and the estimates on the error distances are more precise under the same computational cost as in earlier studies such as [6, 7, 11, 18]. Some special cases are considered and applications for solving nonlinear systems using the Newton-arithmetic mean method are improved with the new convergence technique.

AFFINE INVARIANT LOCAL CONVERGENCE THEOREMS FOR INEXACT NEWTON-LIKE METHODS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • v.6 no.2
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    • pp.393-406
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    • 1999
  • 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 second. Radius of con-vergence 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 second Frechet-derivation our radius of convergence results are derived. Results involving superlinear convergence and known to be true or inexact Newton methods are extended here. Moreover we show that under hypotheses on the second Frechet-derivative our radius of conver-gence is larger than the corresponding one in [10]. This allows a wider choice for the initial guess. A numerical example is also pro-vided to show that our radius of convergence is larger then the one in [10].

AN ERROR ANALYSIS FOR A CERTAIN CLASS OF ITERATIVE METHODS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • v.8 no.3
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    • pp.743-753
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    • 2001
  • We provide local convergence results in affine form for inexact Newton-like as well as quasi-Newton iterative methods in a Banach space setting. We use hypotheses on the second or on the first and mth Frechet-derivative (m≥2 an integer) of the operator involved. Our results allow a wider choice of starting points since our radius of convergence can be larger than the corresponding one given in earlier results using hypotheses on the first-Frechet-derivative only. A numerical example is provided to illustrate this fact. Our results apply when the method is, for example, a difference Newton-like or update-Newton method. Furthermore, our results have direct applications to the solution of autonomous differential equations.

LOCAL CONVERGENCE THEOREMS FOR NEWTON METHODS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • v.8 no.2
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    • pp.345-360
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    • 2001
  • 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].

ON THE CONVERGENCE OF INEXACT TWO-STEP NEWTON-TYPE METHODS USING RECURRENT FUNCTIONS

  • Argyros, Ioannis K.;Hilou, Said
    • East Asian mathematical journal
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    • v.27 no.3
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    • pp.319-337
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    • 2011
  • We approximate a locally unique solution of a nonlinear equation in a Banach space setting using an inexact two-step Newton-type method. It turn out that under our new idea of recurrent functions, our semilocal analysis provides tighter error bounds than before, and in many interesting cases, weaker sufficient convergence conditions. Applications including the solution of nonlinear Chandrasekhar-type integral equations appearing in radiative transfer and two point boundary value problems are also provided in this study.

THE EFFECT OF ROUNDING ERRORS ON NEWTON METHODS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • v.7 no.3
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    • pp.765-772
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    • 2000
  • In this study we are concerned with the problem of approximating a solution of a nonlinear equation in Banach space using Newton-like methods. Due to rounding errors the sequence of iterates generated on a computer differs from the sequence produced in theory. Using Lipschitz-type hypotheses on the second Frechet-derivative instead of the first one, we provide sufficient convergence conditions for the inexact Newton-like method that is actually generated on the computer. Moreover, we show that the ratio of convergence improves under our conditions. Furthermore, we provide a wider choice of initial guesses than before. Finally, a numerical example is provided to show that our results compare favorably with earlier ones.

EXTENDING THE APPLICABILITY OF INEXACT GAUSS-NEWTON METHOD FOR SOLVING UNDERDETERMINED NONLINEAR LEAST SQUARES PROBLEMS

  • Argyros, Ioannis Konstantinos;Silva, Gilson do Nascimento
    • Journal of the Korean Mathematical Society
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    • v.56 no.2
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    • pp.311-327
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    • 2019
  • The aim of this paper is to extend the applicability of Gauss-Newton method for solving underdetermined nonlinear least squares problems in cases not covered before. The novelty of the paper is the introduction of a restricted convergence domain. We find a more precise location where the Gauss-Newton iterates lie than in earlier studies. Consequently the Lipschitz constants are at least as small as the ones used before. This way and under the same computational cost, we extend the local as well the semilocal convergence of Gauss-Newton method. The new developmentes are obtained under the same computational cost as in earlier studies, since the new Lipschitz constants are special cases of the constants used before. Numerical examples further justify the theoretical results.

A MESH INDEPENDENCE PRINCIPLE FOR PERTURBED NEWTON-LIKE METHODS AND THEIR DISCRETIZATIONS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • v.7 no.1
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    • pp.139-159
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    • 2000
  • In this manuscript we study perturbed Newton-like methods for the solution of nonlinear operator equations in a Banach space and their discretized versions in connection with the mesh independence principle. This principle asserts that the behavior of the discretized process is asymptotically the same as that for the original iteration and consequently, the number of steps required by the two processes to converge to within a given tolerance is essentially the same. So far this result has been proved by others using Newton's method for certain classes of boundary value problems and even more generally by considering a Lipschitz uniform discretization. In some of our earlierpapers we extend these results to include Newton-like methods under more general conditions. However, all previous results assume that the iterates can be computed exactly. This is mot true in general. That in why we use perturbed Newton-like methods and even more general conditions. Our results, on the one hand, extend, and on the other hand, make more practical and applicable all previous results.