A robust Kantorovich’s theorem on the inexact Newton method with relative residual error tolerance |
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Authors: | O.P. Ferreira B.F. Svaiter |
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Affiliation: | 1. IME/UFG, Campus II - Caixa Postal 131, CEP 74001-970 - Goiânia, GO, Brazil;2. IMPA, Estrada Dona Castorina, 110, Jardim Botânico, CEP 22460-320 - Rio de Janeiro, RJ, Brazil |
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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 nonlinear operator under consideration. Using this result we show that the 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. |
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Keywords: | Kantorovich&rsquo s theorem Inexact Newton method Banach space |
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