A choice of forcing terms in inexact Newton method

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摘要

Inexact Newton method is one of the effective tools for solving systems of nonlinear equations. In each iteration step of the method, a forcing term, which is used to control the accuracy when solving the Newton equations, is required. The choice of the forcing terms is of great importance due to their strong influence on the behavior of the inexact Newton method, including its convergence, efficiency, and even robustness. To improve the efficiency and robustness of the inexact Newton method, a new strategy to determine the forcing terms is given in this paper. With the new forcing terms, the inexact Newton method is locally Q-superlinearly convergent. Numerical results are presented to support the effectiveness of the new forcing terms.

论文关键词:65H10,65F10,Forcing terms,Inexact Newton method,Newton method,GMRES method,Convergence

论文评审过程:Received 13 June 2005, Revised 15 December 2005, Available online 28 February 2006.

论文官网地址:https://doi.org/10.1016/j.cam.2005.12.030