The inexact, inexact perturbed, and quasi-Newton methods are equivalent models
The inexact, inexact perturbed, and quasi-Newton methods are equivalent models
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不精确、不精确摄动和拟牛顿方法是等效模型
DOI:
10.1090/s0025-5718-04-01646-1
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发表时间:
2004
期刊:
影响因子:
--
通讯作者:
E. Catinas
中科院分区:
文献类型:
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作者:
E. Catinas
A classical model of Newton iterations which takes into account some error terms is given by the quasi-Newton method, which assumes perturbed Jacobians at each step. Its high convergence orders were characterized by Dennis and More [Math. Comp. 28 (1974), 549-560]. The inexact Newton method constitutes another such model, since it assumes that at each step the linear systems are only approximately solved; the high convergence orders of these iterations were characterized by Dembo, Eisenstat and Steihaug [SIAM J. Numer. Anal. 19 (1982), 400-408]. We have recently considered the inexact perturbed Newton method [J. Optim. Theory Appl. 108 (2001), 543 570] which assumes that at each step the linear systems are perturbed and then they are only approximately solved; we have characterized the high convergence orders of these iterates in terms of the perturbations and residuals. In the present paper we show that these three models are in fact equivalent, in the sense that each one may be used to characterize the high convergence orders of the other two. We also study the relationship in the case of linear convergence and we deduce a new convergence result.
DOI:
--
发表时间:
2005
期刊:
日本科学教育学会年会論文集 第29号
影响因子:
--
作者:
中山 迅;大場裕子;猿田祐嗣
通讯作者:
猿田祐嗣