A damped semismooth Newton method for the Brugnano-Casulli piecewise linear system (Q2350728)

A damped semismooth Newton method for solving a class of piecewise linear systems is constructed. It is proved that the proposed method is monotonically convergent and under proper conditions it finds the solution in at most \(2n\) steps, while for nested iterative methods proposed by \textit{L. Brugnano} and \textit{V. Casulli} [SIAM J. Sci. Comput. 31, No. 3, 1858--1873 (2009; Zbl 1190.90233)], it needs at most \(n(n + 1)/2\) inner steps to solve piecewise linear systems. Numerical experiments confirm the efficiency of the method.