Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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AFFINE INVARIANT LOCAL CONVERGENCE THEOREMS FOR INEXACT NEWTON-LIKE METHODS

  • Published : 1999.06.01

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Abstract

Affine invariant sufficient conditions are given for two local convergence theorems involving inexact Newton-like methods. The first uses conditions on the first Frechet-derivative whereas the second theorem employs hypotheses on the second. Radius of con-vergence as well as rate of convergence results are derived. Results involving superlinear convergence and known to be true for inexact Newton methods are extended here. Moreover we show that under hypotheses on the second Frechet-derivation our radius of convergence results are derived. Results involving superlinear convergence and known to be true or inexact Newton methods are extended here. Moreover we show that under hypotheses on the second Frechet-derivative our radius of conver-gence is larger than the corresponding one in [10]. This allows a wider choice for the initial guess. A numerical example is also pro-vided to show that our radius of convergence is larger then the one in [10].

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References

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