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Inexact Methods: Forcing Terms and Conditioning

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Abstract

In this paper, we consider inexact Newton and Newton-like methods andprovide new convergence conditions relating the forcing terms to theconditioning of the iteration matrices. These results can be exploited wheninexact methods with iterative linear solvers are used. In this framework,preconditioning techniques can be used to improve the performance ofiterative linear solvers and to avoid the need of excessively small forcingterms. Numerical experiments validating the theoretical results arediscussed.

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Gasparo, M.G., Morini, B. Inexact Methods: Forcing Terms and Conditioning. Journal of Optimization Theory and Applications 107, 573–589 (2000). https://doi.org/10.1023/A:1026499216100

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