Critical solutions of nonlinear equations: local attraction for Newton-type methods (Q1702779)
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English | Critical solutions of nonlinear equations: local attraction for Newton-type methods |
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Critical solutions of nonlinear equations: local attraction for Newton-type methods (English)
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28 February 2018
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This paper deals with convergence properties of Newton-type methods for solving a nonlinear equation \(\Phi(u)=0\) where the mapping \(\Phi\) is smooth enough. The convergence results assume a certain 2-regularity property of the solution of the nonlinear equation which implies that this solution is critical. In this paper, it is shown that, if \(\Phi\) is 2-regular at a (critical) solution \(\bar{u}\) in some direction \(v\), then \(v\) defines a domain star-like with respect to \(\bar{u}\) with nonempty interior, from which the iterates that satisfy the perturbed Newton method (pNM) framework necessarily converge to \(\bar{u}.\) The authors demonstrate how the general results for the pNM framework apply to some specific Newton-type methods. These include the classical Levenberg-Marquardt method and the LP-Newton method for nonlinear equations, and the stabilized Newton-Lagrange method for optimization (or stabilized sequential quadratic programming).
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Newton method
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critical solutions
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2-regularity
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Levenberg-Marquardt method
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linear-programming-Newton method
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stabilized sequential quadratic programming
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