Kantorovich's majorants principle for Newton's method

  • Authors:
  • O. P. Ferreira;B. F. Svaiter

  • Affiliations:
  • IME/UFG, Campus II, Goiânia, Brazil CEP 74001-970;IMPA, Estrada Dona Castorina, Rio de Janeiro, Brazil CEP 22460-320

  • Venue:
  • Computational Optimization and Applications
  • Year:
  • 2009

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Abstract

We prove Kantorovich's theorem on Newton's method using a convergence analysis which makes clear, with respect to Newton's method, the relationship of the majorant function and the non-linear operator under consideration. This approach enables us to drop out the assumption of existence of a second root for the majorant function, still guaranteeing Q-quadratic convergence rate and to obtain a new estimate of this rate based on a directional derivative of the derivative of the majorant function. Moreover, the majorant function does not have to be defined beyond its first root for obtaining convergence rate results.