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Approximate Newton methods and homotopy for stationary operator equations

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Abstract

A quadratically convergent algorithm based on a Newton-type iteration is defined to approximate roots of operator equations in Banach spaces. Fréchet derivative operator invertibility is not required; approximate right inverses are used in a neighborhood of the root. This result, which requires an initially small residual, is sufficiently robust to yield existence; it may be viewed as a generalized version of the Kantorovich theorem. A second algorithm, based on continuation via single, Euler-predictor-Newton-corrector iterates, is also presented. It has the merit of controlling the residual until the homotopy terminates, at which point the first algorithm applies. This method is capable of yielding existence of a solution curve as well. An application is given for operators described by compact perturbations of the identity.

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Communicated by William B. Gragg.

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Jerome, J.W. Approximate Newton methods and homotopy for stationary operator equations. Constr. Approx 1, 271–285 (1985). https://doi.org/10.1007/BF01890035

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  • DOI: https://doi.org/10.1007/BF01890035

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