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Globalizing a nonsmooth Newton method via path search

Authors :
Bütikofer, Stephan
Bütikofer, Stephan
Publication Year :
2019

Abstract

We give a framework for the globalization of a nonsmooth Newton method introduced by B. Kummer. We start with recalling Kummer's approach to convergence analysis of this method and state his results for local convergence. In a second part we give a globalized version of this method. In our approach we use a path-search idea to control the descent. After elaborating the single steps, we analyze and discuss the proof of global convergence resp. of local superlinear or quadratic convergence of the algorithm. We end with illustrating our ideas at some interesting examples.

Details

Database :
OAIster
Notes :
13th Czech-French-German Conference on Optimization (CFG), Heidelberg, 17-21 September 2007, English
Publication Type :
Electronic Resource
Accession number :
edsoai.on1362727722
Document Type :
Electronic Resource