Formal convergence characteristics of elliptically constrained incremental Newton-Raphson algorithms
Various aspects of the convergence, uniqueness, and existence properties associated with solutions generated via the elliptically constrained incremental Newton-Raphson (ECINR) algorithm are analyzed. Several theorems are developed, and the formal behavior of the elliptically constrained scheme developed by Padovan (1981) is discussed in detail. Consideration is given to global and local rates of convergence, to the determination of the occurrence of safety zones wherein the algorithm yields inherently convergent results, to formal limitations on the class of functions which the scheme can be applied to solve, and to single and multidimensional formalisms on existence uniqueness and convergence. Special attention is given to functions whose Jacobian matrix exhibit positive, negative, semi and indefinite properties. Several significant advantages of ECINR over the classical INR are mentioned.