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Convergence of an inexact generalized Newton method with a scaled residual control
Authors:Marek J. Śmietański
Affiliation:Faculty of Mathematics and Computer Science, University of Lodz, PL 90-238 Lodz, Banacha 22, Poland
Abstract:The inexact generalized Newton method is an iterative method for solving systems of nonsmooth equations. In this paper, the iterative process with a relative residual control is presented and the conditions for local convergence to a solution are provided. These results can be applied to solve Lipschitz continuous equations under some mild assumptions. Moreover, a globally convergent version of the algorithm with a damped approach based on the Armijo rule is considered.
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