In this paper, we consider inexact Newton and Newton-like methods and provide new convergence conditions relating the forcing terms to the conditioning of the iteration matrices. These results can be exploited when inexact methods with iterative linear solvers are used. In this framework, preconditioning techniques can be used to improve the performance of iterative linear solvers and to avoid the need of excessively small forcing terms. Numerical experiments validating the theoretical results are discussed.
Inexact methods: forcing terms and conditioning / B. MORINI; M. GASPARO. - In: JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS. - ISSN 0022-3239. - STAMPA. - 107:(2000), pp. 573-589. [10.1023/A:1026499216100]
Inexact methods: forcing terms and conditioning
MORINI, BENEDETTA;GASPARO, MARIA GRAZIA
2000
Abstract
In this paper, we consider inexact Newton and Newton-like methods and provide new convergence conditions relating the forcing terms to the conditioning of the iteration matrices. These results can be exploited when inexact methods with iterative linear solvers are used. In this framework, preconditioning techniques can be used to improve the performance of iterative linear solvers and to avoid the need of excessively small forcing terms. Numerical experiments validating the theoretical results are discussed.I documenti in FLORE sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.