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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://www.econbiz.de/10010999938
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://www.econbiz.de/10010759529
Gradient-based methods have been highly successful for solving a variety of both unconstrained and constrained nonlinear optimization problems. In real-world applications, such as optimal control or machine learning, the necessary function and derivative information may be corrupted by noise,...
Persistent link: https://www.econbiz.de/10015361665