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AN IMPROVED NEWTON-KANTOROVICH THEOREM AND INTERIOR POINT METHODS

  • Received : 2008.10.09
  • Accepted : 2009.04.08
  • Published : 2009.06.30

Abstract

We use an improved Newton-Kantorovich theorem introduced in [2] to analyze interior point methods. Our approach requires less number of steps than before [5] to achieve a certain error tolerance for both Newton's and Modified Newton's methods.

Keywords

References

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  2. I. K. Argyros, On the Newton-Kantorovich hypothesis for solving equations, J. Comput. Appl. Math., 169 (2004), 315-332. https://doi.org/10.1016/j.cam.2004.01.029
  3. I. K. Argyros, A unifying local-semilocal convergence analysis and applications for two-point Newton like methods in Banach space, J. Math. Anal. Appl., 298 (2004), no. 2, 374-397. https://doi.org/10.1016/j.jmaa.2004.04.008
  4. L. V. Kantorovich, and G. P. Akilov, Functional Analysis in Normed Spaces, Pergamon Press, Oxford, 1982.
  5. F. A. Potra, The Kantorovich Theorem and interior point methods, Math. Program., 102 (2005), no. 1, Ser. A, 47-70. https://doi.org/10.1007/s10107-003-0501-8