A global Newton-type scheme based on a simplified Newton-type approach

DOI10.1007/S12190-020-01393-WMaRDI QIDQ2053141zbMATH OpenOpenAlexFDO

Authors Mario Amrein

Publication date 29 November 2021

Published in Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1910.03296

zbMATH Keywords

a posteriori analysisglobal Newton methodssimplified Newton methodNewton path

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Newton-type methods (49M15) Applications of functional analysis in numerical analysis (46N40) Dynamical systems in numerical analysis (37N30) Implicit function theorems; global Newton methods on manifolds (58C15)

Abstract: Globalization concepts for Newton-type iteration schemes are widely used when solving nonlinear problems numerically. Most of these schemes are based on a predictor/corrector step size methodology with the aim of steering an initial guess to a zero of $f$ without switching between different attractors. In doing so, one is typically able to reduce the chaotic behavior of the classical Newton-type iteration scheme. In this note we propose a globalization methodology for general Newton-type iteration concepts which changes into a simplified Newton iteration as soon as the transformed residual of the underlying function is small enough. Based on Banach's fixed-point theorem, we show that there exists a neighborhood around a suitable iterate $x_n$ such that we can steer the iterates---without any adaptive step size control but using a simplified Newton-type iteration within this neighborhood---arbitrarily close to an exact zero of $f$. We further exemplify the theoretical result within a global Newton-type iteration procedure and discuss further an algorithmic realization. Our proposed scheme will be demonstrated on a low-dimensional example thereby emphasizing the advantage of this new solution procedure.

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Cited in

(2)

• A derivative-free scaling memoryless DFP method for solving large scale nonlinear monotone equations
• Adaptive Newton-type schemes based on projections

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