The inexact, inexact perturbed, and quasi-Newton methods are equivalent models
نویسنده
چکیده
A classical model of Newton iterations which takes into account some error terms is given by the quasi-Newton method, which assumes perturbed Jacobians at each step. Its high convergence orders were characterized by Dennis and Moré [Math. Comp. 28 (1974), 549–560]. The inexact Newton method constitutes another such model, since it assumes that at each step the linear systems are only approximately solved; the high convergence orders of these iterations were characterized by Dembo, Eisenstat and Steihaug [SIAM J. Numer. Anal. 19 (1982), 400–408]. We have recently considered the inexact perturbed Newton method [J. Optim. Theory Appl. 108 (2001), 543–570] which assumes that at each step the linear systems are perturbed and then they are only approximately solved; we have characterized the high convergence orders of these iterates in terms of the perturbations and residuals. In the present paper we show that these three models are in fact equivalent, in the sense that each one may be used to characterize the high convergence orders of the other two. We also study the relationship in the case of the linear convergence and we deduce a new convergence result.
منابع مشابه
Global convergence of an inexact interior-point method for convex quadratic symmetric cone programming
In this paper, we propose a feasible interior-point method for convex quadratic programming over symmetric cones. The proposed algorithm relaxes the accuracy requirements in the solution of the Newton equation system, by using an inexact Newton direction. Furthermore, we obtain an acceptable level of error in the inexact algorithm on convex quadratic symmetric cone programmin...
متن کاملLocal Convergence Theory of Inexact Newton Methods Based on Structured Least Change Updates
In this paper we introduce a local convergence theory for Least Change Secant Update methods. This theory includes most known methods of this class, as well as some new interesting quasi-Newton methods. Further, we prove that this class of LCSU updates may be used to generate iterative linear methods to solve the Newton linear equation in the Inexact-Newton context. Convergence at a ¡j-superlin...
متن کاملInexact Newton Methods and Mixed Nonlinear Complementary Problems
In this paper we present the results obtained in the solution of sparse and large systems of nonlinear equations by Inexact Newton-like methods [6]. The linearized systems are solved with two preconditioners particularly suited for parallel computation. We report the results for the solution of some nonlinear problems on the CRAY T3E under the MPI environment. Our methods may be used to solve m...
متن کاملInexact Block Quasi - Newton Methods for Sparsesystems of Nonlinear Equations
In this paper we present the results obtained in solving consistent sparse systems of n nonlinear equations F(x) = 0; by a Quasi-Newton method combined with a p block iterative row-projection linear solver of Cimmino-type, 1 p n: Under weak regularity conditions for F; it is proved that this Inexact Quasi-Newton method has a local, linear convergence in the energy norm induced by the preconditi...
متن کاملAdaptive Fista
In this paper we propose an adaptively extrapolated proximal gradient method, which is based on the accelerated proximal gradient method (also known as FISTA), however we locally optimize the extrapolation parameter by carrying out an exact (or inexact) line search. It turns out that in some situations, the proposed algorithm is equivalent to a class of SR1 (identity minus rank 1) proximal quas...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Math. Comput.
دوره 74 شماره
صفحات -
تاریخ انتشار 2005