Local convergence of inexact Newton methods under affine invariant conditions and hypotheses on the second Fréchet derivative

• Autorzy: Ioannis K. Argyros
• Języki publikacji: EN

Abstrakty

EN

We use inexact Newton iterates to approximate a solution of a nonlinear equation in a Banach space. Solving a nonlinear equation using Newton iterates at each stage is very expensive in general. That is why we consider inexact Newton methods, where the Newton equations are solved only approximately, and in some unspecified manner. In earlier works [2], [3], natural assumptions under which the forcing sequences are uniformly less than one were given based on the second Fréchet derivative of the operator involved. This approach showed that the upper error bounds on the distances involved are smaller compared with the corresponding ones using hypotheses on the first Fréchet derivative. However, the conditions on the forcing sequences were not given in affine invariant form. The advantages of using conditions given in affine invariant form were explained in [3], [10]. Here we reproduce all the results obtained in [3] but using affine invariant conditions.

Słowa kluczowe

EN

superlinear; Fréchet derivative; weak convergence; inexact Newton method; strong; forcing sequence; Banach space

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 1999
• Tom: 26
• Numer: 4
• Strony: 457-465

Daty

wydano

1999

otrzymano

1999-02-25

poprawiono

1999-08-30

poprawiono

1999-11-08

Twórcy

autor

Ioannis K. Argyros

• Department of Mathematics, Cameron University, Lawton, OK 73505, U.S.A.

Bibliografia

• [1] I. K. Argyros, On the convergence of some projection methods with perturbation, J. Comput. Appl. Math. 36 (1991), 255-258.
• [2] I. K. Argyros, Comparing the radii of some balls appearing in connection to three local convergence theorems for Newton's method, Southwest J. Pure Appl. Math. 1 (1998), 32-43.
• [3] I. K. Argyros, Relations between forcing sequences and inexact Newton iterates in Banach space, Computing 62 (1999), 71-82.
• [4] I. K. Argyros and F. Szidarovszky, The Theory and Application of Iteration Methods, CRC Press, Boca Raton, FL, 1993.
• [5] P. N. Brown, A local convergence theory for combined inexact-Newton/finite-difference projection methods, SIAM J. Numer. Anal. 24 (1987), 407-434.
• [6] R. S. Dembo, S. C. Eisenstat and T. Steihaug, Inexact Newton methods, SIAM J. Numer. Anal. 19, (1982), 400-408.
• [7] J. M. Gutierrez, A new semilocal convergence theorem for Newton's method, J. Comput. Appl. Math. 79 (1997), 131-145.
• [8] L. V. Kantorovich and G. P. Akilov, Functional Analysis, Pergamon Press, Oxford, 1982.
• [9] F. A. Potra, On Q-order and R-order of convergence, SIAM J. Optim. Theory Appl. 63 (1989), 415-431.
• [10] T. J. Ypma, Local convergence of inexact Newton methods, SIAM J. Numer. Anal. 21 (1984), 583-590.