A robust Kantorovich's theorem on the inexact Newton method with relative residual error tolerance

نویسندگان

  • Orizon Pereira Ferreira
  • Benar Fux Svaiter
چکیده

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.

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عنوان ژورنال:
  • J. Complexity

دوره 28  شماره 

صفحات  -

تاریخ انتشار 2012