Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4608770 | Journal of Complexity | 2012 | 18 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
O.P. Ferreira, B.F. Svaiter,