Inexact Ideas

When the linear system in Newton’s method is approximately solved using an iterative method we have an inexact or truncated Newton method. The outer method is Newton’s method and the inner iterations will be the iterative method. The Inexact Newton framework is now close to 30 years old and is widely used and given names like Newton-Arnoldi, Newton-CG depending on the inner iterative method. In this talk we will explore convergence properties when the outer iterative method is Gauss-Newton, the Halley method or an interior point method for linear programming problems.