Title
A new class of root-finding methods in R<sup>n</sup> : the inexact tensor-free Chebyshev–Halley class
Date Issued
01 November 2018
Access level
metadata only access
Resource Type
journal article
Author(s)
Eustaquio R.G.
Ribeiro A.A.
San Diego State University
Publisher(s)
Springer Science and Business Media, LLC
Abstract
A new class of methods for solving systems of nonlinear equations that can attain cubic convergence rate, named the inexact tensor-free Chebyshev–Halley class, is introduced. As its name implies, the methods belonging to this class do not require second-order derivative information (a third-order tensor of size n× n× n) and find the next iterate by approximately solving two linear systems. This new class can be seen as a generalization of the Chebyshev–Halley class. No norm reduction in the quadratic model is needed to ensure convergence as required by Steihaug and Suleiman (Appl Numer Math 67:230–242, 2013). This gives more flexibility for choosing the step than the Steihaug and Suleiman algorithm does. In addition, in the convergence analysis section, we show that, depending on reasonable assumptions, the methods of this class can have superlinear, quadratic, superquadratic, or cubic convergence rates. We presented numerical evidence that demonstrates significant improvement when utilizing the proposed inexact tensor-free methods when compared to the Steihaug and Suleiman algorithm. This new class of methods also enlarges the Inexact Newton step by an additional step. The role of this extra step is to accelerate the convergence of the Inexact Newton method, so that cubic convergence rate is achieved by the inexact tensor-free Chebyshev–Halley methods. For this reason, we also tested them numerically against Newton-GMRES and the results have shown that the extra-cost due to the computation of the further step is more than counterbalanced by the gain in convergence rate.
Start page
6654
End page
6675
Volume
37
Issue
5
Language
English
OCDE Knowledge area
Ciencias de la computación
Scopus EID
2-s2.0-85058141819
Source
Computational and Applied Mathematics
ISSN of the container
22383603
Sources of information: Directorio de Producción Científica Scopus