Globalizing a nonsmooth Newton method via path search

Klatte, Diethard; Bütikofer, Stephan

Publication type:	Conference other
Type of review:	Peer review (abstract)
Title:	Globalizing a nonsmooth Newton method via path search
Authors:	Klatte, Diethard Bütikofer, Stephan
et. al:	No
Conference details:	International Conference on Continuous Optimization (ICCOPT), Hamilton, Canada, 13-16 August 2007
Issue Date:	13-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 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.
URI:	https://digitalcollection.zhaw.ch/handle/11475/18288
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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Klatte, D., & Bütikofer, S. (2007, August 13). Globalizing a nonsmooth Newton method via path search. International Conference on Continuous Optimization (ICCOPT), Hamilton, Canada, 13-16 August 2007.

Klatte, D. and Bütikofer, S. (2007) ‘Globalizing a nonsmooth Newton method via path search’, in International Conference on Continuous Optimization (ICCOPT), Hamilton, Canada, 13-16 August 2007.

D. Klatte and S. Bütikofer, “Globalizing a nonsmooth Newton method via path search,” in International Conference on Continuous Optimization (ICCOPT), Hamilton, Canada, 13-16 August 2007, Aug. 2007.

KLATTE, Diethard und Stephan BÜTIKOFER, 2007. Globalizing a nonsmooth Newton method via path search. In: International Conference on Continuous Optimization (ICCOPT), Hamilton, Canada, 13-16 August 2007. Conference presentation. 13 August 2007

Klatte, Diethard, and Stephan Bütikofer. 2007. “Globalizing a Nonsmooth Newton Method via Path Search.” Conference presentation. In International Conference on Continuous Optimization (ICCOPT), Hamilton, Canada, 13-16 August 2007.

Klatte, Diethard, and Stephan Bütikofer. “Globalizing a Nonsmooth Newton Method via Path Search.” International Conference on Continuous Optimization (ICCOPT), Hamilton, Canada, 13-16 August 2007, 2007.