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

Abstract

AbstractThis 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 © 2009 John Wiley & Sons, Ltd.