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

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

  • Affiliations:
  • IME/UFG, Campus II - Caixa Postal 131, CEP 74001-970 - Goiínia, GO, Brazil;IMPA, Estrada Dona Castorina, 110, Jardim Botínico, CEP 22460-320 - Rio de Janeiro, RJ, Brazil

  • Venue:
  • Journal of Complexity
  • Year:
  • 2012

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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. In the absence of errors, our analysis retrieve the classical Kantorovich Theorem on the Newton method.