Concave Newton iteration from below

ID: concave-newton-iteration-from-below

Suppose , , and . Starting at , the Newton root-finding iteration remains below and increases strictly to it. To prove this, assume . Strict increase of gives , so the Newton step is positive. Taylor's theorem between and gives, with ,
Its coefficient is negative and at least , proving both the stated error bound and . Mathematical induction establishes the invariant. The increasing bounded iterates have a limit ; continuity in forces , hence . The error bound supplies local quadratic convergence.

New to topics? Read the docs here!