A robust Kantorovich's theorem on the inexact Newton method with relative residual error tolerance

DOI10.1016/J.JCO.2012.02.002MaRDI QIDQ423882zbMATH OpenOpenAlexFDO

Authors O. P. Ferreira, B. F. Svaiter

Publication date 30 May 2012

Published in Journal of Complexity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1110.3430

zbMATH Keywords

Banach spaceconvergenceerror toleranceinexact Newton methodKantorovich's theoremmajorant functionnonlinear operator equations

Mathematics Subject Classification ID

Iterative procedures involving nonlinear operators (47J25) Numerical solutions to equations with nonlinear operators (65J15)

Abstract: We prove that under semi-local assumptions, the inexact Newton method with a fixed relative residual error tolerance converges Q-linearly to a zero of the non-linear operator under consideration. Using this result we show that Newton method for minimizing a self-concordant function or to find a zero of an analytic function can be implemented with a fixed relative residual error tolerance. In the absence of errors, our analysis retrieve the classical Kantorovich Theorem on Newton method.

Review text

The authors state some properties of the majorant function, and establish the relationship between the majorant function and the nonlinear operator in solving nonlinear equations. A family of regions where the behavior of the inexact Newton iteration is estimated using the majorant function is introduced. The union of all those regions is shown to be invariant under the inexact Newton iteration with a fixed relative residual error tolerance. A convergence analysis of the inexact Newton method with relative error is presented. The authors show that the Newton method for finding a zero of an analytic function under the usual semi-local assumption of the \(\alpha\)-theory can be implemented with a fixed relative residual error tolerance.

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Cited in

(11)

• Local convergence analysis of inexact Newton method with relative residual error tolerance under majorant condition in Riemannian manifolds
• Kantorovich's theorem on Newton's method under majorant condition in Riemannian manifolds
• On semilocal convergence analysis for two-step Newton method under generalized Lipschitz conditions in Banach spaces
• Robust semi-local convergence analysis for inexact Newton method
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• Analyzing the semilocal convergence of a fourth-order Newton-type scheme with novel majorant and average Lipschitz conditions
• Semilocal convergence analysis for a three-step scheme in Banach spaces with a new type majorant: using average Lipschitz conditions

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