Relaxing the convergence conditions for Newton-like methods

Local as well as semilocal convergence theorems for Newton-like methods have been given by us and other authors [1]—[8] using various Lipschitz type conditions on the operators involved. Here we relax these conditions by introducing weaker center-Lipschitz type conditions. This way we can cover a wider range of problems than before in the semilocal case, where as in the local case a larger convergence radius can be obtained in some cases.     

On the convergence and application of Newton-like methods for analytic operators

We provide local and semilocal theorems for the convergence of Newton-like methods to a locally unique solution of an equation in a Banach space. The analytic property of the operator involved replaces the usual domain condition for Newton-like methods. In the case of the local results we show that the radius of convergence can be enlarged. A numerical example is given to justify our claim. This observation is important and finds applications in steplength selection in predictor-corrector continuation procedures.     

Improved convergence analysis for Newton-like methods

We present a new semilocal convergence analysis for Newton-like methods in order to approximate a locally unique solution of an equation in a Banach space setting. This way, we expand the applicability of these methods in cases not covered in earlier studies. The advantages of our approach include a more precise convergence analysis under the same computational cost on the Lipschitz constants involved. Applications are also given in this study to show that our estimates on the distances involved are tighter than the older ones.     

On the convergence of inexact two-step Newton-like algorithms using recurrent functions

Using our new concept of recurrent functions, we approximate a locally unique solution of a nonlinear equation by an inexact two-step Newton-like algorithm in a Banach space setting. Our semilocal analysis provides tighter error bounds than before, and in many interesting cases, weaker sufficient convergence conditions. Applications including the solution of a nonlinear Chandrasekhar-type integral equation appearing in radiative transfer, and a two point boundary value problem with a Green kernel are also provided in this study.     

Affine invariant local convergence theorems for inexact Newton-like methods

Affine invariant sufficient conditions are given for two local convergence theorems involving inexact Newton-like methods. The first uses conditions on the first Fréchet-derivative whereas the second theorem employs hypotheses on the second. Radius of convergence as well as rate of convergence results are derived. Results involving superlinear convergence and known to be true for inexact Newton methods are extended here. Moreover, we show that under hypotheses on the second Fréchet-derivative our radius of convergence is larger than the corresponding one in [10]. This allows a wider choice for the initial guess. A numerical example is also provided to show that our radius of convergence is larger than the one in [10].     

A convergence theorem for Newton-like methods in Banach spaces

Summary A convergence theorem for Newton-like methods in Banach spaces is given, which improves results of Rheinboldt [27], Dennis [4], Miel [15, 16] and Moret [18] and includes as a special case an updated (affine-invariant [6]) version of the Kantorovich theorem for the Newton method given in previous papers [35, 36]. Error bounds obtained in [34] are also improved. This paper unifies the study of finding sharp error bounds for Newton-like methods under Kantorovich type assumptions.Sponsored by the United States Army under Contract No. DAAG29-80-C-0041 and by the Ministry of Education, Japan     

Monotone convergence of Newton-like methods for M-matrix algebraic Riccati equations

For the algebraic Riccati equation whose four coefficient matrices form a nonsingular M-matrix or an irreducible singular M-matrix K, the minimal nonnegative solution can be found by Newton’s method and the doubling algorithm. When the two diagonal blocks of the matrix K have both large and small diagonal entries, the doubling algorithm often requires many more iterations than Newton’s method. In those cases, Newton’s method may be more efficient than the doubling algorithm. This has motivated us to study Newton-like methods that have higher-order convergence and are not much more expensive each iteration. We find that the Chebyshev method of order three and a two-step modified Chebyshev method of order four can be more efficient than Newton’s method. For the Riccati equation, these two Newton-like methods are actually special cases of the Newton–Shamanskii method. We show that, starting with zero initial guess or some other suitable initial guess, the sequence generated by the Newton–Shamanskii method converges monotonically to the minimal nonnegative solution.We also explain that the Newton-like methods can be used to great advantage when solving some Riccati equations involving a parameter.     

Local convergence analysis of inexact Newton-like methods under majorant condition

We present a local convergence analysis of inexact Newton-like methods for solving nonlinear equations under majorant conditions. This analysis provides an estimate of the convergence radius and a clear relationship between the majorant function, which relaxes the Lipschitz continuity of the derivative, and the nonlinear operator under consideration. It also allow us to obtain some important special cases.     

Generalized conditions for the convergence of inexact Newton-like methods on banach spaces with a convergence structure and applications

In this study, we use inexact Newton-like methods to find solutions of nonlinear operator equations on Banach spaces with a convergence structure. Our technique involves the introduction of a generalized norm as an operator from a linear space into a partially ordered Banach space. In this way the metric properties of the examined problem can be analyzed more precisely. Moreover, this approach allows us to derive from the same theorem, on the one hand, semi-local results of Kantorovich-type, and on the other hand, global results based on monotonicity considerations. By imposing very general Lipschitz-like conditions on the operators involved, on the one hand, we cover a wider range of problems, and on the other hand, by choosing our operators appropriately we can find sharper error bounds on the distances involved than before. Furthermore, we show that special cases of our results reduce to the corresponding ones already in the literature. Finally, our results are used to solve integral equations that cannot be solved with existing methods.     

A convergence theorem for the Newton-like methods under some kind of weak Lipschitz conditions

We provide sufficient conditions for the convergence of the Newton-like methods in the assumption that the derivative satisfies some kind of weak Lipschitz conditions. Consequently, some important convergence theorems follow from our main result in this paper.     

On the restricted convergence of generalized extreme order statistics

Generalized order statistics (gos) introduced by Kamps [8] as a unified approach to several models of order random variables (rv’s), e.g., (ordinary) order statistics (oos), records, sequential order statistics (sos). In a wide subclass of gos, included oos and sos, the possible limit distribution functions (df’s) of the maximum gos are obtained in Nasri-Roudsari [10]. In this paper, for this subclass, as the df of the suitably normalized extreme gos converges on an interval [c, d] to one of possible limit df’s of the extreme gos, the continuation of this (weak) convergence on the whole real line to this limit df is proved.     

A unifying local-semilocal convergence analysis and applications for two-point Newton-like methods in Banach space

We provide a local as well as a semilocal convergence analysis for two-point Newton-like methods in a Banach space setting under very general Lipschitz type conditions. Our equation contains a Fréchet differentiable operator F and another operator G whose differentiability is not assumed. Using more precise majorizing sequences than before we provide sufficient convergence conditions for Newton-like methods to a locally unique solution of equation F(x)+G(x)=0. In the semilocal case we show under weaker conditions that our error estimates on the distances involved are finer and the information on the location of the solution at least as precise as in earlier results. In the local case a larger radius of convergence is obtained. Several numerical examples are provided to show that our results compare favorably with earlier ones. As a special case we show that the famous Newton-Kantorovich hypothesis is weakened under the same hypotheses as the ones contained in the Newton-Kantorovich theorem.     

On the Drygas functional equation in restricted domains

Let \({{\mathbb{R}}}\) and Y be the set of real numbers and a Banach space respectively, and \({f, g :{\mathbb{R}} \to Y}\). We prove the Ulam-Hyers stability theorems for the Pexider-quadratic functional equation \({f(x + y) + f(x - y) = 2f(x) + 2g(y)}\) and the Drygas functional equation \({f(x + y) + f(x - y) = 2f(x) + f(y) + f(-y)}\) in the restricted domains of form \({\Gamma_d := \Gamma \cap \{(x, y) \in {\mathbb{R}}^2 : |x| + |y| \ge d\}}\), where \({\Gamma}\) is a rotation of \({B \times B \subset {\mathbb{R}}^2}\) and \({B^c}\) is of the first category. As a consequence we obtain asymptotic behaviors of the equations in a set \({\Gamma_d \subset {\mathbb{R}}^2}\) of Lebesgue measure zero.     

On a class of Newton-like methods for solving nonlinear equations

We provide a semilocal convergence analysis for a certain class of Newton-like methods considered also in [I.K. Argyros, A unifying local-semilocal convergence analysis and applications for two-point Newton-like methods in Banach space, J. Math. Anal. Appl. 298 (2004) 374–397; I.K. Argyros, Computational theory of iterative methods, in: C.K. Chui, L. Wuytack (Eds.), Series: Studies in Computational Mathematics, vol. 15, Elsevier Publ. Co, New York, USA, 2007; J.E. Dennis, Toward a unified convergence theory for Newton-like methods, in: L.B. Rall (Ed.), Nonlinear Functional Analysis and Applications, Academic Press, New York, 1971], in order to approximate a locally unique solution of an equation in a Banach space.