Optimal Secant-Type Methods for Operator Equations |
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Authors: | A. Galperin |
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Affiliation: | 1. Department of Mathematics , Ben-Gurion University of the Negev , Beer-Sheva, Israel gal@math.bgu.ac.il;4. galperin3@gmail.com |
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Abstract: | We prove an existence and uniqueness theorem for operator equations in Banach spaces with (generally non-differentiable) operators whose divided differences are Lipschitz continuous on operator's domain. The theorem makes possible to apply the concept of entropy optimality of iterative methods introduced in our earlier work to the class of secant-type methods. Using this concept, we show that it is feasible to get a method that needs the same information (one value of the operator) per iteration but exhibits a faster convergence than the secant and secant-update methods. |
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Keywords: | Iterative methods Nonlinear operator equations Optimization |
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