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  • Search: subject:"Local Lipschitz function"
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Global convergence 2 Local Lipschitz function 2 Newton’s method 2 Nonsmooth optimization 2
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Undetermined 2
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Article 2
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Undetermined 2
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Bütikofer, Stephan 2
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Computational Statistics 1 Mathematical Methods of Operations Research 1
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RePEc 2
Showing 1 - 2 of 2
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Globalizing a nonsmooth Newton method via nonmonotone path search
Bütikofer, Stephan - In: Mathematical Methods of Operations Research 68 (2008) 2, pp. 235-256
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...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010999938
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Cover Image
Globalizing a nonsmooth Newton method via nonmonotone path search
Bütikofer, Stephan - In: Computational Statistics 68 (2008) 2, pp. 235-256
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...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010759529
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