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

DOI10.1007/S12190-020-01393-WzbMATH Open1484.37119arXiv1910.03296OpenAlexW3041448612MaRDI QIDQ2053141FDOQ2053141

Authors: Mario Amrein 

Publication date: 29 November 2021

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

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.

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

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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)

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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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