• Title/Summary/Keyword: convergence method

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CONCERNING THE RADII OF CONVERGENCE FOR A CERTAIN CLASS OF NEWTON-LIKE METHODS

  • Argyros, Ioannis K.
    • The Pure and Applied Mathematics
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    • v.15 no.1
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    • pp.47-55
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    • 2008
  • Local convergence results for three Newton-like methods in Banach space are provided. A comparison is given between the three convergence radii. Then we show that using the largest convergence radius we can pick an initial guess from with we start the corresponding iteration. It turns out that after a finite number of steps we can always use the iterate found as the starting guess for a faster method, since this iterate will be inside the convergence domain of the new method.

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INEXACT-NEWTON METHOD FOR SOLVING OPERATOR EQUATIONS IN INFINITE-DIMENSIONAL SPACES

  • Liu Jing;Gao Yan
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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    • pp.351-360
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    • 2006
  • In this paper, we develop an inexact-Newton method for solving nonsmooth operator equations in infinite-dimensional spaces. The linear convergence and superlinear convergence of inexact-Newton method under some conditions are shown. Then, we characterize the order of convergence in terms of the rate of convergence of the relative residuals. The present inexact-Newton method could be viewed as the extensions of previous ones with same convergent results in finite-dimensional spaces.

A KANTOROVICH-TYPE CONVERGENCE ANALYSIS FOR THE QUASI-GAUSS-NEWTON METHOD

  • Kim, S.
    • Journal of the Korean Mathematical Society
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    • v.33 no.4
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    • pp.865-878
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    • 1996
  • We consider numerical methods for finding a solution to a nonlinear system of algebraic equations $$ (1) f(x) = 0, $$ where the function $f : R^n \to R^n$ is ain $x \in R^n$. In [10], a quasi-Gauss-Newton method is proposed and shown the computational efficiency over SQRT algorithm by numerical experiments. The convergence rate of the method has not been proved theoretically. In this paper, we show theoretically that the iterate $x_k$ obtained from the quasi-Gauss-Newton method for the problem (1) actually converges to a root by Kantorovich-type convergence analysis. We also show the rate of convergence of the method is superlinear.

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THE CONVERGENCE BALL OF INEXACT NEWTON-LIKE METHOD IN BANACH SPACE UNDER WEAK LIPSHITZ CONDITION

  • Argyros, Ioannis K.;George, Santhosh
    • Journal of the Chungcheong Mathematical Society
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    • v.28 no.1
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    • pp.1-12
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    • 2015
  • We present a local convergence analysis for inexact Newton-like method in a Banach space under weaker Lipschitz condition. The convergence ball is enlarged and the estimates on the error distances are more precise under the same computational cost as in earlier studies such as [6, 7, 11, 18]. Some special cases are considered and applications for solving nonlinear systems using the Newton-arithmetic mean method are improved with the new convergence technique.

CONCERNING THE MONOTONE CONVERGENCE OF THE METHOD OF TANGENT HYPERBOLAS

  • Argyros, Ioannis K.
    • Journal of applied mathematics & informatics
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    • v.7 no.2
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    • pp.527-538
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    • 2000
  • We provide sufficient conditions for the monotone convergence of a Chebysheff-Halley-type method or method of tangent hyperbolas in a partially ordered topological space setting. The famous kantorovich theorem on fixed points is used here.

ON THE ORDER AND RATE OF CONVERGENCE FOR PSEUDO-SECANT-NEWTON'S METHOD LOCATING A SIMPLE REAL ZERO

  • Kim, Young Ik
    • Journal of the Chungcheong Mathematical Society
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    • v.19 no.2
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    • pp.133-139
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    • 2006
  • By combining the classical Newton's method with the pseudo-secant method, pseudo-secant-Newton's method is constructed and its order and rate of convergence are investigated. Given a function $f:\mathbb{R}{\rightarrow}\mathbb{R}$ that has a simple real zero ${\alpha}$ and is sufficiently smooth in a small neighborhood of ${\alpha}$, the convergence behavior is analyzed near ${\alpha}$ for pseudo-secant-Newton's method. The order of convergence is shown to be cubic and the rate of convergence is proven to be $\(\frac{f^{{\prime}{\prime}}(\alpha)}{2f^{\prime}(\alpha)}\)^2$. Numerical experiments show the validity of the theory presented here and are confirmed via high-precision programming in Mathematica.

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ON THE CONVERGENCE OF THE UOBYQA METHOD

  • Han, Lixing;Liu, Guanghui
    • Journal of applied mathematics & informatics
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    • v.16 no.1_2
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    • pp.125-142
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    • 2004
  • We analyze the convergence properties of Powell's UOBYQA method. A distinguished feature of the method is its use of two trust region radii. We first study the convergence of the method when the objective function is quadratic. We then prove that it is globally convergent for general objective functions when the second trust region radius p converges to zero. This gives a justification for the use of p as a stopping criterion. Finally, we show that a variant of this method is superlinearly convergent when the objective function is strictly convex at the solution.

CONVERGENCE OF THE GENERALIZED IMPLICIT EULER METHOD

  • Yu, Dong-Won
    • Bulletin of the Korean Mathematical Society
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    • v.29 no.1
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    • pp.31-40
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    • 1992
  • We introduce the generalized Runge-Kutta methods with the exponentially dominant order .omega. in [3], and the convergence theorems of the generalized explicit Euler method are derived in [4]. In this paper we will study the convergence of the generalized implicit Euler method.

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CONVERGENCE OF SUPERMEMORY GRADIENT METHOD

  • Shi, Zhen-Jun;Shen, Jie
    • Journal of applied mathematics & informatics
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    • v.24 no.1_2
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    • pp.367-376
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    • 2007
  • In this paper we consider the global convergence of a new super memory gradient method for unconstrained optimization problems. New trust region radius is proposed to make the new method converge stably and averagely, and it will be suitable to solve large scale minimization problems. Some global convergence results are obtained under some mild conditions. Numerical results show that this new method is effective and stable in practical computation.

A Study of n Multigrid Finite-Volume Method for Radiation (다중격자 유한체적법에 의한 복사열전달 해석)

  • Kim, Man-Young;Do, Young-Byun;Baek, Seung-Wook
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.27 no.1
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    • pp.135-140
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    • 2003
  • The convergence of finite volume method (FVM) or discrete ordinate method (DOM) is known to degrade for optical thickness greater than unity and large scattering albedo. The present article presents a convergence acceleration procedure for the FVM based on a full approximation storage (FAS) multigrid method. Among a variety of multigrid cycles, the V-cycle is used and the full multigrid algorithm (FMG) is applied to an analysis of radiation in irregular two-dimensional geometry. Solution convergence is discussed for the several cases of various optical thickness and scattering albedo. At small scattering albedo and optical thickness, there is no advantage to using the multigrid method for calculation CPU time. For large scattering albedo greater than 0.5 and optical thickness greater than unity, however, the multigrid method improves the convergence and the solution is rapidly obtained.