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Kantorovich’s theorem on Newton’s method under majorant condition in Riemannian manifolds

Author

Listed:
  • T. Bittencourt

    (IME/UFG)

  • O. P. Ferreira

    (IME/UFG)

Abstract

Extension of concepts and techniques of linear spaces for the Riemannian setting has been frequently attempted. One reason for the extension of such techniques is the possibility to transform some Euclidean non-convex or quasi-convex problems into Riemannian convex problems. In this paper, a version of Kantorovich’s theorem on Newton’s method for finding a singularity of differentiable vector fields defined on a complete Riemannian manifold is presented. In the presented analysis, the classical Lipschitz condition is relaxed using a general majorant function, which enables us to not only establish the existence and uniqueness of the solution but also unify earlier results related to Newton’s method. Moreover, a ball is prescribed around the points satisfying Kantorovich’s assumptions and convergence of the method is ensured for any starting point within this ball. In addition, some bounds for the Q-quadratic convergence of the method, which depends on the majorant function, are obtained.

Suggested Citation

  • T. Bittencourt & O. P. Ferreira, 2017. "Kantorovich’s theorem on Newton’s method under majorant condition in Riemannian manifolds," Journal of Global Optimization, Springer, vol. 68(2), pages 387-411, June.
    • Handle: RePEc:spr:jglopt:v:68:y:2017:i:2:d:10.1007_s10898-016-0472-y
    DOI: 10.1007/s10898-016-0472-y
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    References listed on IDEAS

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    1. Jin-Hua Wang & Jen-Chih Yao & Chong Li, 2012. "Gauss–Newton method for convex composite optimizations on Riemannian manifolds," Journal of Global Optimization, Springer, vol. 53(1), pages 5-28, May.
    2. NESTEROV , Yu. & TODD, Mike, 2002. "On the Riemannian geometry defined by self-concordant barriers and interior-point methods," LIDAM Reprints CORE 1595, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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