Publication type: Lecture
Title: Globalizing a nonsmooth Newton method via path search, invited presentation at ETH Zurich: Optimization and Applications Seminar, Zurich, 17 November 2008
Authors: Bütikofer, Stephan
et. al: No
Issue Date: 17-Nov-2008
Language: English
Subject (DDC): 
Abstract: We give a framework for the globalization of a local nonsmooth Newton method for solving Lipschitz equations 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 first a nonmonotone path-search idea to control the descent. After elaborating the single steps, we analyze and discuss the global resp. the local superlinear (or quadratic) convergence behavior of the algorithm. In the last part we discuss and illustrate the details of the general algorithm (e.g the computation of a Newton step and the construction of a path) for our applications and present results from numerical tests for semi-infinite optimization problems.
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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