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Convergence of a generalized Newton and an inexact generalized Newton algorithms for solving nonlinear equations with nondifferentiable terms

机译:求解带不可微项非线性方程的广义牛顿算法和不精确广义牛顿算法的收敛性

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摘要

In this paper, we consider two versions of the Newton-type method for solving a nonlinear equations with nondifferentiable terms, which uses as iteration matrices, any matrix from B-differential of semismooth terms. Local and global convergence theorems for the generalized Newton and inexact generalized Newton method are proved. Linear convergence of the algorithms is obtained under very mild assumptions. The superlinear convergence holds under some conditions imposed on both terms of equation. Some numerical results indicate that both algorithms works quite well in practice.
机译:在本文中,我们考虑牛顿型方法的两个版本,用于求解具有不可微分项的非线性方程,该方法将半光滑项的B微分中的任何矩阵用作迭代矩阵。证明了广义牛顿法和不精确广义牛顿法的局部和全局收敛定理。该算法的线性收敛是在非常温和的假设下获得的。在某些条件下,两个方程项都具有超线性收敛性。一些数值结果表明,两种算法在实践中都运行良好。

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