Article ID Journal Published Year Pages File Type
4608770 Journal of Complexity 2012 18 Pages PDF
Abstract

We prove that under semi-local assumptions, the inexact Newton method with a fixed   relative residual error tolerance converges QQ-linearly to a zero of the nonlinear operator under consideration. Using this result we show that the 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 the Newton method.

Related Topics
Physical Sciences and Engineering Mathematics Analysis
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