Recognition: unknown
A robust Kantorovich's theorem on inexact Newton method with relative residual error tolerance
classification
🧮 math.NA
keywords
methodnewtonerrorrelativeresidualtolerancefixedfunction
read the original 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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.