Globally and superlinearly convergent inexact Newton-Krylov algorithms for solving nonsmooth equations

被引:5
作者
Chen, Jinhai [1 ]
Qi, Liqun [2 ]
机构
[1] Univ Colorado, Dept Math & Stat Sci, Denver, CO 80217 USA
[2] Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
关键词
nonsmooth analysis; inexact Newton method; Krylov subspace methods; nonmonotonic technique; superlinear convergence; global convergence; TRUST-REGION METHODS; COMPLEMENTARITY; SEMISMOOTH; SYSTEMS; GMRES; SMOOTH;
D O I
10.1002/nla.673
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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.
引用
收藏
页码:155 / 174
页数:20
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