• Title/Summary/Keyword: Frechet derivative

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AFFINE INVARIANT LOCAL CONVERGENCE THEOREMS FOR INEXACT NEWTON-LIKE METHODS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • v.6 no.2
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    • pp.393-406
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    • 1999
  • 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].

LOCAL CONVERGENCE THEOREMS FOR NEWTON METHODS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • v.8 no.2
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    • pp.345-360
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    • 2001
  • 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 mth(m≥2 an integer). Radius of convergence 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 mth Frechet-derivative our radius of convergence can sometimes be larger than the corresponding one in [10]. This allows a wider choice for the initial guess. A numerical example is also provided to show that our radius of convergence is larger than the one in [10].

CONCERNING THE RADIUS OF CONVERGENCE OF NEWTON'S METHOD AND APPLICATIONS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • v.6 no.3
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    • pp.685-696
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    • 1999
  • We present local and semilocal convergence results for New-ton's method in a Banach space setting. In particular using Lipschitz-type assumptions on the second Frechet-derivative we find results con-cerning the radius of convergence of Newton's method. Such results are useful in the context of predictor-corrector continuation procedures. Finally we provide numerical examples to show that our results can ap-ply where earlier ones using Lipschitz assumption on the first Frechet-derivative fail.

SEMILOCAL CONVERGENCE THEOREMS FOR A CERTAIN CLASS OF ITERATIVE PROCEDURES

  • Ioannis K. Argyros
    • Journal of applied mathematics & informatics
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    • v.7 no.1
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    • pp.29-40
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    • 2000
  • We provide semilocal convergence theorems for Newton-like methods in Banach space using outer and generalized inverses. In contrast to earlier results we use hypotheses on the second instead of the first Frechet-derivative. This way our Newton-Kantorovich hypotheses differ from earlier ones. Our results can be used to solve undetermined systems, nonlinear least square problems and ill-posed nonlinear operator equations.

AN ERROR ANALYSIS FOR A CERTAIN CLASS OF ITERATIVE METHODS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • v.8 no.3
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    • pp.743-753
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    • 2001
  • We provide local convergence results in affine form for inexact Newton-like as well as quasi-Newton iterative methods in a Banach space setting. We use hypotheses on the second or on the first and mth Frechet-derivative (m≥2 an integer) of the operator involved. Our results allow a wider choice of starting points since our radius of convergence can be larger than the corresponding one given in earlier results using hypotheses on the first-Frechet-derivative only. A numerical example is provided to illustrate this fact. Our results apply when the method is, for example, a difference Newton-like or update-Newton method. Furthermore, our results have direct applications to the solution of autonomous differential equations.

CHEYSHEFF-HALLEY-LIKE METHODS IN BANACH SPACES

  • Argyros, Ioannis-K.
    • Journal of applied mathematics & informatics
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    • v.4 no.1
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    • pp.83-108
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    • 1997
  • Chebysheff-Halley methods are probably the best known cubically convergent iterative procedures for solving nonlinear equa-tions. These methods however require an evaluation of the second Frechet-derivative at each step which means a number of function eval-uations proportional to the cube of the dimension of the space. To re-duce the computational cost we replace the second Frechet derivative with a fixed bounded bilinear operator. Using the majorant method and Newton-Kantorovich type hypotheses we provide sufficient condi-tions for the convergence of our method to a locally unique solution of a nonlinear equation in Banach space. Our method is shown to be faster than Newton's method under the same computational cost. Finally we apply our results to solve nonlinear integral equations appearing in radiative transfer in connection with the problem of determination of the angular distribution of the radiant-flux emerging from a plane radiation field.

THE EFFECT OF ROUNDING ERRORS ON NEWTON METHODS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • v.7 no.3
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    • pp.765-772
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    • 2000
  • In this study we are concerned with the problem of approximating a solution of a nonlinear equation in Banach space using Newton-like methods. Due to rounding errors the sequence of iterates generated on a computer differs from the sequence produced in theory. Using Lipschitz-type hypotheses on the second Frechet-derivative instead of the first one, we provide sufficient convergence conditions for the inexact Newton-like method that is actually generated on the computer. Moreover, we show that the ratio of convergence improves under our conditions. Furthermore, we provide a wider choice of initial guesses than before. Finally, a numerical example is provided to show that our results compare favorably with earlier ones.

APPROXIMATING SOLUTIONS OF EQUATIONS BY COMBINING NEWTON-LIKE METHODS

  • Argyros, Ioannis K.
    • The Pure and Applied Mathematics
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    • v.15 no.1
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    • pp.35-45
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    • 2008
  • In cases sufficient conditions for the semilocal convergence of Newtonlike methods are violated, we start with a modified Newton-like method (whose weaker convergence conditions hold) until we stop at a certain finite step. Then using as a starting guess the point found above we show convergence of the Newtonlike method to a locally unique solution of a nonlinear operator equation in a Banach space setting. A numerical example is also provided.

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ON THE CONVERGENCE AND APPLICATIONS OF NEWTON-LIKE METHODS FOR ANALYTIC OPERATORS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • v.10 no.1_2
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    • pp.41-50
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    • 2002
  • We provide local and semilocal theorems for the convergence of Newton-like methods to a locally unique solution of an equation in a Banach space. The analytic property of the operator involved replaces the usual domain condition for Newton-like methods. In the case of the local results we show that the radius of convergence can be enlarged. A numerical example is given to justify our claim . This observation is important and finds applications in steplength selection in predictor-corrector continuation procedures.

INTEGRAL REPRESENTATIONS IN ELECTRICAL IMPEDANCE TOMOGRAPHY USING BOUNDARY INTEGRAL OPERATORS

  • Kwon, Ki-Woon
    • Journal of the Korean Mathematical Society
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    • v.45 no.1
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    • pp.97-119
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    • 2008
  • Electrical impedance tomography (EIT) problem with anisotropic anomalous region is formulated in a few different ways using boundary integral operators. The Frechet derivative of Neumann-to-Dirichlet map is computed also by using boundary integral operators and the boundary of the anomalous region is approximated by trigonometric expansion with Lagrangian basis. The numerical reconstruction is done in case that the conductivity of the anomalous region is isotropic.