Picard Iteration for Nonsmooth Equations

Picard Iteration for Nonsmooth Equations

Year:    2001

Author:    Song-Bai Sheng, Hui-fu Xu

Journal of Computational Mathematics, Vol. 19 (2001), Iss. 6 : pp. 583–590

Abstract

This paper presents an analysis of the generalized Newton method, approximate Newton methods, and splitting methods for solving nonsmooth equations from Picard iteration viewpoint. It is proved that the radius of the weak Jacobian (RGJ) of Picard iteration function is equal to its least Lipschitz constant. Linear convergence or superlinear convergence results can be obtained provided that RGJ of the Picard iteration function at a solution point is less than one or equal to zero. As for applications, it is pointed out that the approximate Newton methods, the generalized Newton method for piecewise $C^1$ problems and splitting methods can be explained uniformly with the same viewpoint.  

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2001-JCM-9010

Journal of Computational Mathematics, Vol. 19 (2001), Iss. 6 : pp. 583–590

Published online:    2001-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    8

Keywords:    Nonsmooth equations Picard iteration Weak Jacobian Convergence.

Author Details

Song-Bai Sheng

Hui-fu Xu