A robust Kantorovich's theorem on inexact Newton method with relative residual error tolerance
Numerical Analysis
2011-10-18 v1
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.
Keywords
Cite
@article{arxiv.1110.3430,
title = {A robust Kantorovich's theorem on inexact Newton method with relative residual error tolerance},
author = {O. P. Ferreira and B. F. Svaiter},
journal= {arXiv preprint arXiv:1110.3430},
year = {2011}
}