Kantorovich-type semilocal convergence analysis for inexact Newton methods (Q631901): Difference between revisions

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Kantorovich-type semilocal convergence analysis for inexact Newton methods
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    Kantorovich-type semilocal convergence analysis for inexact Newton methods (English)
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    14 March 2011
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    The article deals with the iteration \[ x_{n+1} = x_n - F'(x_n)^{-1}(F(x_n) + r_n), \quad n = 0,1,2,\dots \] for approximately solving a nonlinear operator equation \(F(x) = 0\) with an operator \(F\) acting between two Banach spaces \(X\) and \(Y\). The authors formulate some natural conditions under that the iteration under consideration converges to a solution \(x_*\) of the equation \(F(x) = 0\) and satisfy estimates \(\|x_{n+1} - x_n\| \leq t_{n+1} - t_n\) and \(\|x_n - x_*\| \leq t_* - t_n\); the sequence \(t_n\) (under the authors' assumptions) is increasingly convergent to \(t_*\) and is defined by the recursive formula \[ t_0 = 0, \;t_1 = \mu\alpha, \;t_{n+2} = t_{n+1} + \frac{a(t_{n+1} - t_n)^2 + b(t_{n+1} - t_n)^{1+\beta}}{2(1 - \gamma_0t_{n+1})} \] with parameters \(\mu\), \(\alpha\), \(a\), \(b\), \(\beta\), \(\gamma_0\) which are defined by the properties of \(F\). Three numerical examples illustrate the main results of the article.
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    inexact Newton method
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    Lipschitz-center condition
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    semilocal convergence
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    Kantorovich majorazing sequence
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    nonlinear operator equation
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    Banach spaces
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    numerical examples
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