Title
Globally and superlinearly convergent inexact Newton-Krylov algorithms for solving nonsmooth equations.
Abstract
This paper presents some variants of the inexact Newton method for solving systems of nonlinear equations defined by locally Lipschitzian functions. These methods use variants of Newton's iteration in association with Krylov subspace methods for solving the Jacobian linear systems. Global convergence of the proposed algorithms is established under a nonmonotonic backtracking strategy. The local convergence based on the assumptions of semismoothness and BD-regularity at the solution is characterized, and the way to choose an inexact forcing sequence that preserves the rapid convergence of the proposed methods is also indicated. Numerical examples are given to show the practical viability of these approaches. Copyright (C) 2009 John Wiley & Sons, Ltd.
Year
DOI
Venue
2010
10.1002/nla.673
NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS
Keywords
Field
DocType
nonsmooth analysis,inexact Newton method,Krylov subspace methods,nonmonotonic technique,superlinear convergence,global convergence
Convergence (routing),Krylov subspace,Mathematical optimization,Nonlinear system,Linear system,Jacobian matrix and determinant,Mathematical analysis,Algorithm,Local convergence,Backtracking,Mathematics,Newton's method
Journal
Volume
Issue
ISSN
17
1
1070-5325
Citations 
PageRank 
References 
1
0.36
20
Authors
2
Name
Order
Citations
PageRank
Jinhai Chen1133.55
Liqun Qi23155284.52