A robust semi-local convergence analysis of Newton's method for cone inclusion problems in Banach spaces under affine invariant majorant condition

A semi-local analysis of Newton's method for solving nonlinear inclusion problems in Banach space is presented in this paper. Under an affine majorant condition on the nonlinear function which is associated to the inclusion problem, the robust convergence of the method and results on the convergence rate are established. Using this result we show that the robust analysis of the Newton's method for solving nonlinear inclusion problems under affine Lipschitz-like and affine Smale's conditions can be obtained as a special case of the general theory. Besides for the degenerate cone, which the nonlinear inclusion becomes a nonlinear equation, our analysis retrieves the classical results on semi-local analysis of Newton's method.

[1]  R. Tyrrell Rockafellar,et al.  Newton’s method for generalized equations: a sequential implicit function theorem , 2010, Math. Program..

[2]  Kwok-wing Chau,et al.  Application of a PSO-based neural network in analysis of outcomes of construction claims , 2007 .

[3]  Chong Li,et al.  Newton's method on Riemannian manifolds: Smale's point estimate theory under the γ-condition , 2006 .

[4]  S. Smale Newton’s Method Estimates from Data at One Point , 1986 .

[5]  J. Daniel Newton's method for nonlinear inequalities , 1973 .

[6]  Jie Sun,et al.  Error Bounds for Degenerate Cone Inclusion Problems , 2005, Math. Oper. Res..

[7]  Xinghua Wang,et al.  Convergence of Newton's method and inverse function theorem in Banach space , 1999, Math. Comput..

[8]  Felipe Alvarez,et al.  A Unifying Local Convergence Result for Newton's Method in Riemannian Manifolds , 2008, Found. Comput. Math..

[9]  Chong Li,et al.  Smale's point estimate theory for Newton's method on Lie groups , 2009, J. Complex..

[10]  Xinghua Wang,et al.  Convergence of Newton's method and uniqueness of the solution of equations in Banach space , 2000 .

[11]  P. Deuflhard,et al.  Affine Invariant Convergence Theorems for Newton’s Method and Extensions to Related Methods , 1979 .

[12]  R. Tyrrell Rockafellar,et al.  Monotone processes of convex and concave type , 1967 .

[13]  Chong Li,et al.  Majorizing Functions and Convergence of the Gauss--Newton Method for Convex Composite Optimization , 2007, SIAM J. Optim..

[14]  Chong Li,et al.  EXTENDED NEWTON’S METHOD FOR MAPPINGS ON RIEMANNIAN MANIFOLDS WITH VALUES IN A CONE , 2009 .

[15]  Orizon Pereira Ferreira,et al.  A robust Kantorovich's theorem on the inexact Newton method with relative residual error tolerance , 2012, J. Complex..

[16]  S. M. Robinson Extension of Newton's method to nonlinear functions with values in a cone , 1972 .

[17]  P. Priouret,et al.  Newton's method on Riemannian manifolds: covariant alpha theory , 2002, math/0209096.

[18]  Chong Li,et al.  Kantorovich's theorems for Newton's method for mappings and optimization problems on Lie groups , 2011 .

[19]  Orizon Pereira Ferreira,et al.  Local convergence of Newton's method under majorant condition , 2010, J. Comput. Appl. Math..

[20]  Rajandrea Sethi,et al.  Artificial neural network simulation of hourly groundwater levels in a coastal aquifer system of the Venice lagoon , 2012, Eng. Appl. Artif. Intell..

[21]  L. Chong CONVERGENCE ANALYSIS OF THE GAUSS-NEWTON METHOD FOR CONVEX INCLUSION PROBLEMS AND CONVEX COMPOSITE OPTIMIZATION , 2014 .

[22]  Chong Li,et al.  Newton's method for sections on Riemannian manifolds: Generalized covariant alpha-theory , 2008, J. Complex..

[23]  Orizon Pereira Ferreira,et al.  Convergence of the Gauss-Newton Method for Convex Composite Optimization under a Majorant Condition , 2013, SIAM J. Optim..

[24]  Kwok-Wing Chau,et al.  A new image thresholding method based on Gaussian mixture model , 2008, Appl. Math. Comput..

[25]  B. N. Pshenichnyi Newton's method for the solution of systems of equalities and inequalities , 1970 .

[26]  R. Rockafellar,et al.  Implicit Functions and Solution Mappings: A View from Variational Analysis , 2009 .

[27]  Jun Zhang,et al.  Multilayer Ensemble Pruning via Novel Multi-sub-swarm Particle Swarm Optimization , 2009, J. Univers. Comput. Sci..

[28]  Zhengda Huang,et al.  The convergence ball of Newton's method and the uniqueness ball of equations under Hölder-type continuous derivatives☆ , 2004 .

[29]  丸山 徹 Convex Analysisの二,三の進展について , 1977 .

[30]  Harold R. Parks,et al.  The Implicit Function Theorem , 2002 .

[31]  R. Adler,et al.  Newton's method on Riemannian manifolds and a geometric model for the human spine , 2002 .

[32]  Orizon P. Ferreira,et al.  Local convergence of Newton's method in Banach space from the viewpoint of the majorant principle , 2009 .

[33]  John E. Dennis,et al.  Numerical methods for unconstrained optimization and nonlinear equations , 1983, Prentice Hall series in computational mathematics.

[34]  J. F. Bonnans,et al.  Local analysis of Newton-type methods for variational inequalities and nonlinear programming , 1994 .

[35]  J. Nash The imbedding problem for Riemannian manifolds , 1956 .

[36]  R. Rockafellar,et al.  Implicit Functions and Solution Mappings , 2009 .

[37]  XinghuaWang Convergence of Newton's method and inverse function theorem in Banach space , 1999 .

[38]  Lenore Blum,et al.  Complexity and Real Computation , 1997, Springer New York.

[39]  Petko D. Proinov General local convergence theory for a class of iterative processes and its applications to Newton's method , 2009, J. Complex..

[40]  Chong Li,et al.  Newton's method for sections on Riemannian manifolds , 2008 .

[41]  Peter Deuflhard,et al.  Newton Methods for Nonlinear Problems , 2004 .

[42]  K. Chau,et al.  Predicting monthly streamflow using data‐driven models coupled with data‐preprocessing techniques , 2009 .

[43]  Chong Li,et al.  Convergence analysis of the Gauss-Newton method for convex inclusion and convex-composite optimization problems , 2012 .

[44]  J. Moser,et al.  A NEW TECHNIQUE FOR THE CONSTRUCTION OF SOLUTIONS OF NONLINEAR DIFFERENTIAL EQUATIONS. , 1961, Proceedings of the National Academy of Sciences of the United States of America.

[45]  P. Deuflhard Newton Methods for Nonlinear Problems: Affine Invariance and Adaptive Algorithms , 2011 .

[46]  L. Liao,et al.  R-linear convergence of the Barzilai and Borwein gradient method , 2002 .

[47]  R. Dembo,et al.  INEXACT NEWTON METHODS , 1982 .

[48]  S. M. Robinson Normed convex processes , 1972 .

[49]  Chong Li,et al.  Local convergence of inexact methods under the Hölder condition , 2008 .

[50]  Orizon Pereira Ferreira,et al.  Kantorovich's Theorem on Newton's Method in Riemannian Manifolds , 2002, J. Complex..

[51]  Orizon Pereira Ferreira,et al.  Kantorovich’s majorants principle for Newton’s method , 2009, Comput. Optim. Appl..

[52]  D. Sun A Regularization Newton Method for Solving Nonlinear Complementarity Problems , 1999 .

[53]  Jinhai Chen,et al.  Convergence behaviour of inexact Newton methods under weak Lipschitz condition , 2006 .

[54]  Chuntian Cheng,et al.  Long-Term Prediction of Discharges in Manwan Reservoir Using Artificial Neural Network Models , 2005, ISNN.

[55]  Wang Xinghua,et al.  Convergence of Newton's method and inverse function theorem in Banach space , 1999 .