Local convergence of exact and inexact Newton's methods for subanalytic
نویسندگان
چکیده
منابع مشابه
Local Convergence of Exact and Inexact Augmented Lagrangian Methods under the Second-Order Sufficient Optimality Condition
We establish local convergence and rate of convergence of the classical augmented Lagrangian algorithm under the sole assumption that the dual starting point is close to a multiplier satisfying the second-order sufficient optimality condition. In particular, no constraint qualifications of any kind are needed. Previous literature on the subject required, in addition, the linear independence con...
متن کاملLocal convergence of exact and inexact augmented Lagrangian methods under the second-order sufficiency condition
We establish local convergence and rate of convergence of the classical augmented Lagrangian algorithm (also known as the method of multipliers) under the sole assumption that the dual starting point is close to a multiplier satisfying the second-order sufficient optimality condition. In particular, no constraint qualifications of any kind are needed. Previous literature on the subject required...
متن کاملLocal Convergence Analysis for a Certain Class of Inexact Methods
Abstract. We provide a local convergence analysis for a certain class inexact methods in a Banach space setting, in order to approximate a solution of a nonlinear equation [6]. The assumptions involve center–Lipschitz–type and radius–Lipschitz–type conditions [15], [8], [5]. Our results have the following advantages (under the same computational cost): larger radii, and finer error bounds on th...
متن کاملOn the Occurrence of Superlinear Convergence of Exact and Inexact Krylov Subspace Methods
Krylov subspace methods often exhibit superlinear convergence. We present a general analytic model which describes this superlinear convergence, when it occurs. We take an invariant subspace approach, so that our results apply also to inexact methods, and to non-diagonalizable matrices. Thus, we provide a unified treatment of the superlinear convergence of GMRES, Conjugate Gradients, block vers...
متن کاملOn Semilocal Convergence of Inexact Newton Methods
Inexact Newton methods are constructed by combining Newton’s method with another iterative method that is used to solve the Newton equations inexactly. In this paper, we establish two semilocal convergence theorems for the inexact Newton methods. When these two theorems are specified to Newton’s method, we obtain a different Newton-Kantorovich theorem about Newton’s method. When the iterative m...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Revista de Matemática: Teoría y Aplicaciones
سال: 2015
ISSN: 2215-3373,1409-2433
DOI: 10.15517/rmta.v22i1.17519