On the convergence of Newton-type methods using recurrent functions

Abstract

We introduce the new idea of recurrent functions to provide a new semilocal convergence analysis for Newton-type methods. It turns out that our sufficient convergence conditions are weaker, and the error bounds are tighter than in earlier studies in many interesting cases [X. Chen, On the convergence of Broyden-like methods for nonlinear equations with nondifferentiable terms, Ann. Inst. Statist. Math. 42 (1990), pp. 387–401; X. Chen and T. Yamamoto, Convergence domains of certain iterative methods for solving nonlinear equations, Numer. Funct. Anal. Optim. 10 (1989), pp. 37–48; Y. Chen and D. Cai, Inexact overlapped block Broyden methods for solving nonlinear equations, Appl. Math. Comput. 136 (2003), pp. 215–228; J.E. Dennis, Toward a unified convergence theory for Newton-like methods, in Nonlinear Functional Analysis and Applications, L.B. Rall, ed., Academic Press, New York, 1971, pp. 425–472; P. Deuflhard, Newton Methods for Nonlinear Problems. Affine Invariance and Adaptive Algorithms, Springer Series in Computational Mathematics, Vol. 35, Springer-Verlag, Berlin, 2004; P. Deuflhard and G. Heindl, Affine invariant convergence theorems for Newton's method and extensions to related methods, SIAM J. Numer. Anal. 16 (1979), pp. 1–10; Z. Huang, A note of Kantorovich theorem for Newton iteration, J. Comput. Appl. Math. 47 (1993), pp. 211–217; L.V. Kantorovich and G.P. Akilov, Functional Analysis, Pergamon Press, Oxford, 1982; D. Li and M. Fukushima, Globally Convergent Broyden-like Methods for Semismooth Equations and Applications to VIP, NCP and MCP, Optimization and Numerical Algebra (Nanjing, 1999), Ann. Oper. Res. 103 (2001), pp. 71–97; C. Ma, A smoothing Broyden-like method for the mixed complementarity problems, Math. Comput. Modelling 41 (2005), pp. 523–538; G.J. Miel, Unified error analysis for Newton-type methods, Numer. Math. 33 (1979), pp. 391–396; G.J. Miel, Majorizing sequences and error bounds for iterative methods, Math. Comp. 34 (1980), pp. 185–202; I. Moret, A note on Newton type iterative methods, Computing 33 (1984), pp. 65–73; F.A. Potra, Sharp error bounds for a class of Newton-like methods, Libertas Math. 5 (1985), pp. 71–84; W.C. Rheinboldt, A unified convergence theory for a class of iterative processes, SIAM J. Numer. Anal. 5 (1968), pp. 42–63; T. Yamamoto, A convergence theorem for Newton-like methods in Banach spaces, Numer. Math. 51 (1987), pp. 545–557; P.P. Zabrejko and D.F. Nguen, The majorant method in the theory of Newton–Kantorovich approximations and the Pták error estimates, Numer. Funct. Anal. Optim. 9 (1987), pp. 671–684; A.I. Zin[cbreve]enko, Some approximate methods of solving equations with non-differentiable operators, (Ukrainian), Dopovidi Akad. Nauk Ukraïn. RSR (1963), pp. 156–161]. Applications and numerical examples, involving a nonlinear integral equation of Chandrasekhar-type, and a differential equation are also provided in this study.

Keywords:

• Newton-type method
• recurrent functions

2000 AMS Subject Classifications :

• 65H10
• 65G99
• 65J15
• 47H17
• 49M15