A unifying local convergence result for Newton's method in Riemannian manifolds

被引:54
作者
Alvarez, F. [1 ,2 ]
Bolte, J. [3 ]
Munier, J. [4 ]
机构
[1] Univ Chile, Dept Ingn Matemat, CNRS, UMI 2807, Santiago 2120, Chile
[2] Univ Chile, Ctr Modelamiento Matemat, CNRS, UMI 2807, Santiago 2120, Chile
[3] Univ Paris 06, Equipe Combinatoire & Optimisat, UFR 929, F-75252 Paris 5, France
[4] Univ Montpellier 2, Inst Math & Modelisat Montpellier, CNRS, UMR 5149, F-34095 Montpellier 5, France
关键词
Riemannian manifold; vector field; Newton's method; local convergence; proximity test; quadratic rate; existence of a singularity;
D O I
10.1007/s10208-006-0221-6
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
We consider the problem of finding a singularity of a differentiable vector field X defined on a complete Riemannian manifold. We prove a unified result for the existence and local uniqueness of the solution, and for the local convergence of a Riemannian version of Newton's method. Our approach relies on Kantorovich's majorant principle: under suitable conditions, we construct an auxiliary scalar equation phi(r) = 0 which dominates the original equation X(p) = 0 in the sense that the Riemannian-Newton method for the latter inherits several features of the real Newton method applied to the former. The majorant phi is derived from an adequate radial parametrization of a Lipschitz-type continuity property of the covariant derivative of X, a technique inspired by the previous work of Zabrejko and Nguen on Newton's method in Banach spaces. We show how different specializations of the main result recover Riemannian versions of Kantorovich's theorem and Smale's alpha-theorem, and, at least partially, the Euclidean self-concordant theory of Nesterov and Nemirovskii. In the specific case of analytic vector fields, we improve recent developments inthis area by Dedieu et al. (IMA J. Numer. Anal., Vol. 23, 2003, pp. 395-419). Some Riemannian techniques used here were previously introduced by Ferreira and Svaiter (J. Complexity, Vol. 18, 2002, pp. 304-329) in the context of Kantorovich's theorem for vector fields with Lipschitz continuous covariant derivatives.
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页码:197 / 226
页数:30
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