NAOct 15, 2011
A robust Kantorovich's theorem on inexact Newton method with relative residual error toleranceO. P. Ferreira, B. F. Svaiter
We prove that under semi-local assumptions, the inexact Newton method with a fixed relative residual error tolerance converges Q-linearly to a zero of the non-linear operator under consideration. Using this result we show that Newton method for minimizing a self-concordant function or to find a zero of an analytic function can be implemented with a fixed relative residual error tolerance. In the absence of errors, our analysis retrieve the classical Kantorovich Theorem on Newton method.