Towards a Global Convergence Theory for Newton's Method
نویسنده
چکیده
In this paper, we present a global convergence theory for Newton's Method in n dimensions for functions of polynomial character (generic or truncated Taylor series), augmenting the classical Newton-Kantorovich results on quadratic convergence. It is shown that there exist ve distinct, quantiiable convergence states, which can be described by a nite state machine. From this convergence description, it is also possible to deduce a strictly monotonically decreasing measure that constitutes a `natural metric' of Newton's Method. Implications and possible generalisations are stated, as well as a variety of examples.
منابع مشابه
Modify the linear search formula in the BFGS method to achieve global convergence.
<span style="color: #333333; font-family: Calibri, sans-serif; font-size: 13.3333px; font-style: normal; font-variant-ligatures: normal; font-variant-caps: normal; font-weight: 400; letter-spacing: normal; orphans: 2; text-align: justify; text-indent: 0px; text-transform: none; white-space: normal; widows: 2; word-spacing: 0px; -webkit-text-stroke-width: 0px; background-color: #ffffff; text-dec...
متن کاملON MULTIPHASE ALGORITHM FOR SINGLE VARIABLE EQUATION USING NEWTON'S CORRECTION METHOD
This paper brings to light a method based on Multiphase algorithm for single variable equation using Newton's correction. Newton's method is derived through the logarithmic differentiation of polynomial equation. A correction term which enhances the high speed of convergence is hereby introduced. A translation of Newton's method to Total Step and Single Step Methods (T. S. M and S. S. M) re...
متن کاملA STABLE COUPLED NEWTON'S ITERATION FOR THE MATRIX INVERSE $P$-TH ROOT
The computation of the inverse roots of matrices arises in evaluating non-symmetriceigenvalue problems, solving nonlinear matrix equations, computing some matrixfunctions, control theory and several other areas of applications. It is possible toapproximate the matrix inverse pth roots by exploiting a specialized version of New-ton's method, but previous researchers have mentioned that some iter...
متن کاملNewton's Method for Large Bound-Constrained Optimization Problems
We analyze a trust region version of Newton’s method for bound-constrained problems. Our approach relies on the geometry of the feasible set, not on the particular representation in terms of constraints. The convergence theory holds for linearly constrained problems and yields global and superlinear convergence without assuming either strict complementarity or linear independence of the active ...
متن کاملNewton-Product Integration for a Stefan Problem with Kinetics
Stefan problem with kinetics is reduced to a system of nonlinear Volterra integral equations of second kind and Newton's method is applied to linearize it. Product integration solution of the linear form is found and sufficient conditions for convergence of the numerical method are given. An example is provided to illustrated the applicability of the method.
متن کامل