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On convergence of SOR methods for nonsmooth equations |
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| Authors: | Xiaojun Chen |
| Abstract: | We study the choice of relaxation parameters ω for convergence of the SOR Newton method and the SOR method for the system of equations F(x)=0 in a unified framework, where F is strongly monotone, locally Lipschitz continuous but not necessarily differentiable. Applications to non‐smooth Dirichlet problems are discussed. Copyright © 2001 John Wiley & Sons, Ltd. |
| Keywords: | nonlinear SOR methods convergence non‐smooth analysis |