A two-step SOR-Newton method for nonsmooth equations (Q838030)

A two step successive overrelaxation Newton method is proposed for solving a system of nonlinear equations \(F(x)=0\). Here \(F: {\mathbb R}^n\to {\mathbb R}^n\) is strongly monotone, locally Lipschitz continuous but not differentiable. Convergence of the method is established and approaches of choosing the relaxation parameters are discussed. Numerical examples are presented to illustrate fast convergence of the method.