Globalizing a nonsmooth Newton method via nonmonotone path search

Stephan Bütikofer ()

Mathematical Methods of Operations Research, 2008, vol. 68, issue 2, 235-256

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. Copyright Springer-Verlag 2008

Keywords: Nonsmooth optimization; Newton’s method; Local Lipschitz function; Global convergence (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s00186-008-0219-8

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