Semilocal convergence of a k-step iterative process and its application for solving a special kind of conservative problems

[EN] In this paper, we analyze the semilocal convergence of k-steps Newton's method with frozen first derivative in Banach spaces. The method reaches order of convergence k + 1. By imposing only the assumption that the Fr,chet derivative satisfies the Lipschitz continuity, we define appropriate recurrence relations for obtaining the domains of convergence and uniqueness. We also define the accessibility regions for this iterative process in order to guarantee the semilocal convergence and perform a complete study of their efficiency. Our final aim is to apply these theoretical results to solve a special kind of conservative systems.Hernández-Verón, MA.; Martínez Molada, E.; Teruel-Ferragud, C. (2017). Semilocal convergence of a k-step iterative process and its application for solving a special kind of conservative problems. Numerical Algorithms. 76(2):309-331. https://doi.org/10.1007/s11075-016-0255-zS309331762Amat, S., Busquier, S., Bermúdez, C., Plaza, S.: On two families of high order Newton type methods. Appl. Math. Comput. 25, 2209–2217 (2012)Argyros, I.K., Hilout, S., Tabatabai, M.A.: Mathematical Modelling with Applications in Biosciences and Engineering. Nova Publishers, New York (2011)Argyros, I.K., George, S.: A unified local convergence for Jarratt-type methods in Banach space under weak conditions. Thai. J. Math. 13, 165–176 (2015)Argyros, I.K., Hilout, S.: On the local convergence of fast two-step Newton-like methods for solving nonlinear equations. J. Comput. Appl. Math. 245, 1–9 (2013)Argyros, I.K., Ezquerro, J.A., Gutiérrez, J.M., Hernández, M.A., Hilout, S.: On the semilocal convergence of efficient Chebyshev–Secant-type methods. J. Comput. Appl. Math. 235, 3195–2206 (2011)Cordero, A., Hueso, J.L., Martínez, E., Torregrosa, J.R.: Generating optimal derivative free iterative methods for nonlinear equations by using polynomial interpolation. Math. Comput. Mod. 57, 1950–1956 (2013)Ezquerro, J.A., Grau-Sánchez, M., Hernández, M. A., Noguera, M.: Semilocal convergence of secant-like methods for differentiable and nondifferentiable operators equations. J. Math. Anal. Appl. 398(1), 100–112 (2013)Honorato, G., Plaza, S., Romero, N.: Dynamics of a higher-order family of iterative methods. J. Complexity 27(2), 221–229 (2011)Jerome, J.W., Varga, R.S.: Generalizations of Spline Functions and Applications to Nonlinear Boundary Value and Eigenvalue Problems, Theory and Applications of Spline Functions. Academic Press, New York (1969)Kantorovich, L.V., Akilov, G.P.: Functional analysis Pergamon Press. Oxford (1982)Keller, H.B.: Numerical Methods for Two-Point Boundary-Value Problems. Dover Publications, New York (1992)Na, T.Y.: Computational Methods in Engineering Boundary Value Problems. Academic Press, New York (1979)Ortega, J.M.: The Newton-Kantorovich theorem. Amer. Math. Monthly 75, 658–660 (1968)Ostrowski, A.M.: Solutions of Equations in Euclidean and Banach Spaces. Academic Press, New York (1973)Plaza, S., Romero, N.: Attracting cycles for the relaxed Newton’s method. J. Comput. Appl. Math. 235(10), 3238–3244 (2011)Porter, D., Stirling, D.: Integral Equations: A Practical Treatment, From Spectral Theory to Applications. Cambridge University Press, Cambridge (1990)Traub, J.F.: Iterative Methods for the Solution of Equations. Prentice-Hall. Englewood Cliffs, New Jersey (1964)Argyros, I.K., George, S.: Extending the applicability of Gauss-Newton method for convex composite optimization on Riemannian manifolds using restricted convergence domains. Journal of Nonlinear Functional Analysis 2016 (2016). Article ID 27Xiao, J.Z., Sun, J., Huang, X.: Approximating common fixed points of asymptotically quasi-nonexpansive mappings by a k+1-step iterative scheme with error terms. J. Comput. Appl. Math 233, 2062–2070 (2010)Qin, X., Dehaish, B.A.B., Cho, S.Y.: Viscosity splitting methods for variational inclusion and fixed point problems in Hilbert spaces. J. Nonlinear Sci. Appl. 9, 2789–2797 (2016

Domain of Existence and Uniqueness for Nonlinear Hammerstein Integral Equations

[EN] In this work, we performed an study about the domain of existence and uniqueness for an efficient fifth order iterative method for solving nonlinear problems treated in their infinite dimensional form. The hypotheses for the operator and starting guess are weaker than in the previous studies. We assume omega continuity condition on second order Frechet derivative. This fact it is motivated by showing different problems where the nonlinear operators that define the equation do not verify Lipschitz and Holder condition; however, these operators verify the omega condition established. Then, the semilocal convergence balls are obtained and the R-order of convergence and error bounds can be obtained by following thee main theorem. Finally, we perform a numerical experience by solving a nonlinear Hammerstein integral equations in order to show the applicability of the theoretical results by obtaining the existence and uniqueness balls.This research was partially supported by Ministerio de Economia y Competitividad under grant PGC2018-095896-B-C22.Singh, S.; Martínez Molada, E.; Kumar, A.; Gupta, DK. (2020). Domain of Existence and Uniqueness for Nonlinear Hammerstein Integral Equations. Mathematics. 8(3):1-11. https://doi.org/10.3390/math8030384S11183Hernández, M. A. (2001). Chebyshev’s approximation algorithms and applications. Computers & Mathematics with Applications, 41(3-4), 433-445. doi:10.1016/s0898-1221(00)00286-8Amat, S., Hernández, M. A., & Romero, N. (2008). A modified Chebyshev’s iterative method with at least sixth order of convergence. Applied Mathematics and Computation, 206(1), 164-174. doi:10.1016/j.amc.2008.08.050Argyros, I. K., Ezquerro, J. A., Gutiérrez, J. M., Hernández, M. A., & Hilout, S. (2011). On the semilocal convergence of efficient Chebyshev–Secant-type methods. Journal of Computational and Applied Mathematics, 235(10), 3195-3206. doi:10.1016/j.cam.2011.01.005Hueso, J. L., & Martínez, E. (2013). Semilocal convergence of a family of iterative methods in Banach spaces. Numerical Algorithms, 67(2), 365-384. doi:10.1007/s11075-013-9795-7Zhao, Y., & Wu, Q. (2008). Newton–Kantorovich theorem for a family of modified Halley’s method under Hölder continuity conditions in Banach space. Applied Mathematics and Computation, 202(1), 243-251. doi:10.1016/j.amc.2008.02.004Parida, P. K., & Gupta, D. K. (2007). Recurrence relations for a Newton-like method in Banach spaces. Journal of Computational and Applied Mathematics, 206(2), 873-887. doi:10.1016/j.cam.2006.08.027Parida, P. K., & Gupta, D. K. (2008). Recurrence relations for semilocal convergence of a Newton-like method in Banach spaces. Journal of Mathematical Analysis and Applications, 345(1), 350-361. doi:10.1016/j.jmaa.2008.03.064Cordero, A., Ezquerro, J. A., Hernández-Verón, M. A., & Torregrosa, J. R. (2015). On the local convergence of a fifth-order iterative method in Banach spaces. Applied Mathematics and Computation, 251, 396-403. doi:10.1016/j.amc.2014.11.084Argyros, I. K., & Hilout, S. (2013). On the local convergence of fast two-step Newton-like methods for solving nonlinear equations. Journal of Computational and Applied Mathematics, 245, 1-9. doi:10.1016/j.cam.2012.12.002Argyros, I. K., George, S., & Magreñán, Á. A. (2015). Local convergence for multi-point-parametric Chebyshev–Halley-type methods of high convergence order. Journal of Computational and Applied Mathematics, 282, 215-224. doi:10.1016/j.cam.2014.12.023Wang, X., Kou, J., & Gu, C. (2012). Semilocal Convergence of a Class of Modified Super-Halley Methods in Banach Spaces. Journal of Optimization Theory and Applications, 153(3), 779-793. doi:10.1007/s10957-012-9985-9Argyros, I. K., & Magreñán, Á. A. (2015). A study on the local convergence and the dynamics of Chebyshev–Halley–type methods free from second derivative. Numerical Algorithms, 71(1), 1-23. doi:10.1007/s11075-015-9981-xWu, Q., & Zhao, Y. (2007). Newton–Kantorovich type convergence theorem for a family of new deformed Chebyshev method. Applied Mathematics and Computation, 192(2), 405-412. doi:10.1016/j.amc.2007.03.018Martínez, E., Singh, S., Hueso, J. L., & Gupta, D. K. (2016). Enlarging the convergence domain in local convergence studies for iterative methods in Banach spaces. Applied Mathematics and Computation, 281, 252-265. doi:10.1016/j.amc.2016.01.036Kumar, A., Gupta, D. K., Martínez, E., & Singh, S. (2018). Semilocal convergence of a Secant-type method under weak Lipschitz conditions in Banach spaces. Journal of Computational and Applied Mathematics, 330, 732-741. doi:10.1016/j.cam.2017.02.042Singh, S., Gupta, D. K., Martínez, E., & Hueso, J. L. (2016). Semilocal Convergence Analysis of an Iteration of Order Five Using Recurrence Relations in Banach Spaces. Mediterranean Journal of Mathematics, 13(6), 4219-4235. doi:10.1007/s00009-016-0741-

Local convergence of a family of iterative methods for Hammerstein equations

[EN] In this paper we give a local convergence result for a uniparametric family of iterative methods for nonlinear equations in Banach spaces. We assume boundedness conditions involving only the first Fr,chet derivative, instead of using boundedness conditions for high order derivatives as it is usual in studies of semilocal convergence, which is a drawback for solving some practical problems. The existence and uniqueness theorem that establishes the convergence balls of these methods is obtained. We apply this theory to different examples, including a nonlinear Hammerstein equation that have many applications in chemistry and appears in problems of electro-magnetic fluid dynamics or in the kinetic theory of gases. With these examples we illustrate the advantages of these results. The global convergence of the method is addressed by analysing the behaviour of the methods on complex polynomials of second degree.This research was supported by Ministerio de Ciencia y Tecnologia MTM2014-52016-C2-02.This research was supported by Ministerio de Ciencia y Tecnología MTM2014-52016-C2-02.Martínez Molada, E.; Singh, S.; Hueso Pagoaga, JL.; Gupta, D. (2016). Local convergence of a family of iterative methods for Hammerstein equations. Journal of Mathematical Chemistry. 54(7):1370-1386. https://doi.org/10.1007/s10910-016-0602-2S13701386547I.K. Argyros, S. Hilout, M.A. Tabatabai, Mathematical Modelling with Applications in Biosciences and Engineering (Nova Publishers, New York, 2011)J.F. Traub, Iterative Methods for the Solution of Equations (Prentice-Hall, Englewood Cliffs, New Jersey, 1964)A.M. Ostrowski, Solutions of Equations in Euclidean and Banach Spaces (Academic Press, New York, 1973)I.K. Argyros, J.A. Ezquerro, J.M. Gutiárrez, M.A. Hernández, S. Hilout, On the semilocal convergence of efficient ChebyshevSecant-type methods. J. Comput. Appl. Math. 235, 3195–3206 (2011)José L. Hueso, E. Martínez, Semilocal convergence of a family of iterative methods in Banach spaces. Numer. Algorithms 67, 365–384 (2014)X. Wang, C. Gu, J. Kou, Semilocal convergence of a multipoint fourth-order super-Halley method in Banach spaces. Numer. Algorithms 54, 497–516 (2011)J. Kou, Y. Li, X. Wang, A variant of super Halley method with accelerated fourth-order convergence. Appl. Math. Comput. 186, 535–539 (2007)L. Zheng, C. Gu, Recurrence relations for semilocal convergence of a fifth-order method in Banach spaces. Numer. Algorithms 59, 623–638 (2012)S. Amat, M.A. Hernández, N. Romero, A modified Chebyshevs iterative method with at least sixth order of convergence. Appl. Math. Comput. 206, 164–174 (2008)X. Wang, J. Kou, C. Gu, Semilocal convergence of a sixth-order Jarratt method in Banach spaces. Numer. Algorithms 57, 441–456 (2011)A. Cordero, J.A. Ezquerro, M.A. Hernández-Verón, J.R. Torregrosa, On the local convergence of a fifth-order iterative method in Banach spaces. Appl. Math. Comput. 251, 396–403 (2015)I.K. Argyros, S. Hilout, On the local convergence of fast two-step Newton-like methods for solving nonlinear equations. J. Comput. Appl. Math. 245, 1–9 (2013)S. Weerakoon, T.G.I. Fernando, A variant of Newton’s method with accelerated third-order convergence. Appl. Math. Lett. 13(8), 87–93 (2000)X. Feng, Y. He, High order oterative methods without derivatives for solving nonlinear equations. Appl. Math. Comput. 186, 1617–1623 (2007)X. Wang, J. Kou, Y. Li, Modified Jarratt method with sixth-order convergence. Appl. Math. Lett. 22, 1798–1802 (2009)A.D. Polyanin, A.V. Manzhirov, Handbook of Integral Equations (CRC Press, Boca Raton, 1998)S. Plaza, N. Romero, Attracting cycles for the relaxed Newton’s method. J. Comput. Appl. Math. 235(10), 3238–3244 (2011)A. Cordero, J.R. Torregrosa, P. Vindel, Study of the dynamics of third-order iterative methods on quadratic polynomials. Int. J. Comput. Math. 89(13–14), 1826–1836 (2012)Gerardo Honorato, Sergio Plaza, Natalia Romero, Dynamics of a higher-order family of iterative methods. J. Complex. 27(2), 221–229 (2011)J.M. Gutirrez, M.A. Hernández, N. Romero, Dynamics of a new family of iterative processes for quadratic polynomials. J. Comput. Appl. Math. 233(10), 2688–2695 (2010)I.K. Argyros, A.A. Magreñan, A study on the local convergence and dynamics of Chebyshev-Halley-type methods free from second derivative. Numer. Algorithms. doi: 10.1007/s11075-015-9981-xI.K. Argyros, S. George, Local convergence of modified Halley-like methods with less computation of inversion (Novi Sad J. Math, Draft version, 2015

Local convergence of a parameter based iteration with Holder continuous derivative in Banach spaces

[EN] The local convergence analysis of a parameter based iteration with Hölder continuous first derivative is studied for finding solutions of nonlinear equations in Banach spaces. It generalizes the local convergence analysis under Lipschitz continuous first derivative. The main contribution is to show the applicability to those problems for which Lipschitz condition fails without using higher order derivatives. An existence-uniqueness theorem along with the derivation of error bounds for the solution is established. Different numerical examples including nonlinear Hammerstein equation are solved. The radii of balls of convergence for them are obtained. Substantial improvements of these radii are found in comparison to some other existing methods under similar conditions for all examples considered.The authors thank the referees for their valuable comments which have improved the presentation of the paper. The authors thankfully acknowledge the financial assistance provided by Council of Scientific and Industrial Research (CSIR), New Delhi, India.Singh, S.; Gupta, DK.; Badoni, RP.; Martínez Molada, E.; Hueso Pagoaga, JL. (2017). Local convergence of a parameter based iteration with Holder continuous derivative in Banach spaces. CALCOLO. 54(2):527-539. doi:10.1007/s10092-016-0197-9S527539542Argyros, I.K., Hilout, S.: Numerical methods in nonlinear analysis. World Scientific Publ. Comp, New Jersey (2013)Argyros, I.K., Hilout, S., Tabatabai, M.A.: Mathematical modelling with applications in biosciences and engineering. Nova Publishers, New York (2011)Singh, S., Gupta, D.K., Martínez, E., Hueso, J.L.: Semilocal and local convergence of a fifth order iteration with Fréchet derivative satisfying Hölder condition. Appl. Math. Comput. 276, 266–277 (2016)Traub, J.F.: Iterative methods for the solution of equations. Prentice-Hall, Englewood Cliffs (1964)Rall, L.B.: Computational solution of nonlinear operator equations, reprint edn. R. E. Krieger, New York (2007)Cordero, A., Ezquerro, J.A., Hernández-Verón, M.A., Torregrosa, J.R.: On the local convergence of a fifth-order iterative method in Banach spaces. Appl. Math. Comput. 251, 396–403 (2015)Argyros, I.K., Hilout, A.S.: On the local convergence of fast two-step Newton-like methods for solving nonlinear equations. J. Comput. Appl. Math. 245, 1–9 (2013)Argyros, I.K., Behl, R., Motsa, S.S.: Local convergence of an efficient high convergence order method using hypothesis only on the first derivative. Algorithms 8, 1076–1087 (2015)Kantorovich, L.V., Akilov, G.P.: Functional analysis. Pergamon Press, Oxford (1982)Argyros, I.K., Magreñán, A.A.: A study on the local convergence and dynamics of Chebyshev-Halley-type methods free from second derivative. Numer. Algorithms 71, 1–23 (2016)Li, D., Liu, P., Kou, J.: An improvement ofthe Chebyshev-Halley methods free from second derivative. Appl. Math. Comput. 235, 221–225 (2014)Argyros, I.K., George, S.: Local convergence of deformed Halley method in Banach space under Holder continuity conditions. J. Nonlinear Sci. Appl. 8, 246–254 (2015)Argyros, I.K., Khattri, S.K.: Local convergence for a family of third order methods in Banach spaces. J. Math. 46, 53–62 (2014)Argyros, I.K., George, S., Magreñán, A.A.: Local convergence for multi-point-parametric Chebyshev-Halley-type methods of higher convergence order. J. Comput. Appl. Math. 282, 215–224 (2015)Argyros, I.K., George, S.: Local convergence of modified Halley-like methods with less computation of inversion. Novi. Sad. J. Math. 45, 47–58 (2015)Xiao, X.Y., Yin, H.W.: Increasing the order of convergence for iterative methods to solve nonlinear systems. Calcolo (2015). doi: 10.1007/s10092-015-0149-9Martínez, E., Singh, S., Hueso, J.L., Gupta, D.K.: Enlarging the convergence domain in local convergence studies for iterative methods in Banach spaces. Appl. Math. Comput. 281, 252–265 (2016

Semilocal Convergence Analysis of an Iteration of Order Five Using Recurrence Relations in Banach Spaces

[EN] Semilocal convergence for an iteration of order five for solving nonlinear equations in Banach spaces is established under second-order Fr,chet derivative satisfying the Lipschitz condition. It is done by deriving a number of recurrence relations. A theorem for the existence-uniqueness along with the estimation of error bounds of the solution is established. Its R-order is shown to be equal to five. Both efficiency and computational efficiency indices are given. A variety of examples are worked out to show its applicability. In comparison to existing methods having similar R-orders, improved results in terms of computational efficiency index and error bounds are found using our methodology.The authors thank the referees for their valuable comments which have improved the presentation of the paper. The authors thankfully acknowledge the financial assistance provided by Council of Scientific and Industrial Research (CSIR), New Delhi, India.Singh, S.; Gupta, D.; Martínez Molada, E.; Hueso Pagoaga, JL. (2016). Semilocal Convergence Analysis of an Iteration of Order Five Using Recurrence Relations in Banach Spaces. Mediterranean Journal of Mathematics. 13(6):4219-4235. doi:10.1007/s00009-016-0741-5S42194235136Cordero A., Hueso J.L., Martinez E., Torregrosa J.R.: Increasing the convergence order of an iterative method for nonlinear systems. Appl. Math. Lett. 25, 2369–2374 (2012)Chen, L., Gu, C., Ma Y.: Semilocal convergence for a fifth order Newton’s method using Recurrence relations in Banach spaces. J. Appl. Math. 2011, 1–15 (2011)Wang X., Kou J., Gu C.: Semilocal convergence of a sixth order Jarrat method in Banach spaces. Numer. Algorithms 57, 441–456 (2011)Zheng L., Gu C.: Semilocal convergence of a sixth order method in Banach spaces. Numer. Algorithms 61, 413–427 (2012)Zheng L., Gu C.: Recurrence relations for semilocal convergence of a fifth order method in Banach spaces. Numer. Algorithms 59, 623–638 (2012)Proinov P.D., Ivanov S.I.: On the convergence of Halley’s method for multiple polynomial zeros. Mediterr. J. Math. 12, 555–572 (2015)Ezquerro, J.A., Hernández-Verón M.A.: On the domain of starting points of Newton’s method under center lipschitz conditions. Mediterr. J. Math. (2015). doi: 10.1007/s00009-015-0596-1Cordero A., Hernández-Verón M.A., Romero N., Torregrosa J.R.: Semilocal convergence by using recurrence relations for a fifth-order method in Banach spaces. J. Comput. Appl. Math. 273, 205–213 (2015)Parida P.K., Gupta D.K.: Recurrence relations for a Newton-like method in Banach spaces. J. Comput. Appl. Math. 206, 873–887 (2007)Hueso J.L., Martínez E.: Semilocal convergence of a family of iterative methods in Banach spaces. Numer. Algorithms 67, 365–384 (2014)Argyros, I.K., Hilout S.: Numerical methods in nonlinear analysis. World Scientific Publ. Comp., New Jersey (2013)Argyros, I.K., Hilout, S., Tabatabai, M.A.: Mathematical modelling with applications in biosciences and engineering. Nova Publishers, New York (2011)Argyros I.K., Khattri S.K.: Local convergence for a family of third order methods in Banach spaces. J. Math. 46, 53–62 (2004)Argyros I.K., Hilout A.S.: On the local convergence of fast two-step Newton-like methods for solving nonlinear equations. J. Comput. Appl. Math. 245, 1–9 (2013)Kantorovich, L.V., Akilov G.P.: Functional analysis. Pergamon Press, Oxford (1982)Argyros I.K., George S., Magreñán A.A.: Local convergence for multi-point-parametric Chebyshev-Halley-type methods of higher convergence order. J. Comput. Appl. Math. 282, 215–224 (2015)Argyros I.K., Magreñán A.A.: A study on the local convergence and the dynamics of Chebyshev-Halley-type methods free from second derivative. Numer. Algorithms 71, 1–23 (2015)Amat S., Hernández M.A., Romero N.: A modified Chebyshev’s iterative method with at least sixth order of convergence. Appl. Math. Comput. 206, 164–174 (2008)Chun, C., St $${\breve{a}}$$ a ˘ nic $${\breve{a}}$$ a ˘ , P., Neta, B.: Third-order family of methods in Banach spaces. Comput. Math. Appl. 61, 1665–1675 (2011)Ostrowski, A.M.: Solution of equations in Euclidean and Banach spaces, 3rd edn. Academic Press, New-York (1977)Jaiswal J.P.: Semilocal convergence of an eighth-order method in Banach spaces and its computational efficiency. Numer. Algorithms 71, 933–951 (2015)Traub, J.F.: Iterative methods for the solution of equations. Prentice-Hall, Englewood Cliffs (1964

A Fast Algorithm for Sparse Controller Design

We consider the task of designing sparse control laws for large-scale systems by directly minimizing an infinite horizon quadratic cost with an $\ell_1$ penalty on the feedback controller gains. Our focus is on an improved algorithm that allows us to scale to large systems (i.e. those where sparsity is most useful) with convergence times that are several orders of magnitude faster than existing algorithms. In particular, we develop an efficient proximal Newton method which minimizes per-iteration cost with a coordinate descent active set approach and fast numerical solutions to the Lyapunov equations. Experimentally we demonstrate the appeal of this approach on synthetic examples and real power networks significantly larger than those previously considered in the literature

Newton-Raphson Consensus for Distributed Convex Optimization

We address the problem of distributed uncon- strained convex optimization under separability assumptions, i.e., the framework where each agent of a network is endowed with a local private multidimensional convex cost, is subject to communication constraints, and wants to collaborate to compute the minimizer of the sum of the local costs. We propose a design methodology that combines average consensus algorithms and separation of time-scales ideas. This strategy is proved, under suitable hypotheses, to be globally convergent to the true minimizer. Intuitively, the procedure lets the agents distributedly compute and sequentially update an approximated Newton- Raphson direction by means of suitable average consensus ratios. We show with numerical simulations that the speed of convergence of this strategy is comparable with alternative optimization strategies such as the Alternating Direction Method of Multipliers. Finally, we propose some alternative strategies which trade-off communication and computational requirements with convergence speed.Comment: 18 pages, preprint with proof