Publication type: Conference other
Type of review: Peer review (abstract)
Title: Globalizing a nonsmooth Newton method via path search
Authors: Bütikofer, Stephan
et. al: No
Conference details: Fifth Joint Operations Research Days, Zurich, 27-28 August 2007
Issue Date: 28-Aug-2007
Language: English
Subjects: Nonsmooth Newton method; Global convergence; Path search
Subject (DDC): 510: Mathematics
Abstract: We give a framework for the globalization of a nonsmooth Newton method for solving Lipschitz equations introduced by B. Kummer. We start with recalling Kummers 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 first a monotone 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 sketch also a nonmonotone version of the algorithm. In the last part we discuss and illustrate the details of the general algorithm (e.g the computation of a path) for some interesting examples and present results from numerical tests.
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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