Newton-Kantorovich method and its global convergence

DOI10.1007/s10958-006-0066-1zbMath1080.65534OpenAlexW2024237101MaRDI QIDQ2567708

Boris T. Polyak

Publication date: 11 October 2005

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/227910

zbMATH Keywords

global convergenceconvex optimizationinterior point methodslocal convergenceNewton-Kantorovich method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Numerical computation of solutions to systems of equations (65H10) Iterative procedures involving nonlinear operators (47J25) Interior-point methods (90C51) Numerical solutions to equations with nonlinear operators (65J15)

Related Items (11)

Kantorovich's majorants principle for Newton's method ⋮ Sparse solutions of optimal control via Newton method for under-determined systems ⋮ Unnamed Item ⋮ The convergence of the perturbed Newton method and its application for ill-conditioned problems ⋮ Iterative Processes and Integral Equations of the Second Kind ⋮ On the semilocal convergence of Newton-Kantorovich method under center-Lipschitz conditions ⋮ Periodic Solutions in Threshold-Linear Networks and Their Entrainment ⋮ Asymptotics in directed exponential random graph models with an increasing bi-degree sequence ⋮ A Computationally Hybrid Method for Solving a Famous Physical Problem on an Unbounded Domain ⋮ General 2 \({\times}\) 2 system of nonlinear integral equations and its approximate solution ⋮ New versions of Newton method: step-size choice, convergence domain and under-determined equations

Uses Software

• NewtonLib

Cites Work

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