|Publication type:||Article in scientific journal|
|Type of review:||Peer review (publication)|
|Title:||Globalizing a nonsmooth Newton method via nonmonotone path search|
|Published in:||Mathematical Methods of Operations Research|
|Publisher / Ed. Institution:||Springer|
|Abstract:||We give a framework for the globalization of a nonsmooth Newton method. In part one we start with recalling B. Kummer’s approach to convergence analysis of a nonsmooth Newton method and state his results for local convergence. In part two we give a globalized version of this method. Our approach uses a path search idea to control the descent. After elaborating the single steps, we analyze and prove the global convergence resp. the local superlinear or quadratic convergence of the algorithm. In the third part we illustrate the method for nonlinear complementarity problems.|
|Fulltext version:||Published version|
|License (according to publishing contract):||Licence according to publishing contract|
|Departement:||School of Engineering|
|Organisational Unit:||Institute of Data Analysis and Process Design (IDP)|
|Appears in Collections:||Publikationen School of Engineering|
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