Name
Abstract | ||
|---|---|---|
This paper addresses the globalization of the semi-smooth Newton method for non-smooth equations F(x) = 0 in $${\mathbb{R}}^m$$ with applications to complementarity and discretized ℓ1-regularization problems. Assuming semi-smoothness it is shown that super-linearly convergent Newton methods can be globalized,
if appropriate descent directions are used for the merit function |F(x)|2. Special attention is paid to directions obtained from the primal-dual active set strategy. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.1007/s10107-007-0196-3 | Math. Program. |
Keywords | Field | DocType |
newton method | Approximation algorithm,Discretization,Ellipsoid,Newton fractal,Mathematical optimization,Integral equation,Complementarity theory,Regularization (mathematics),Mathematics,Newton's method | Journal |
Volume | Issue | ISSN |
118 | 2 | 1436-4646 |
Citations | PageRank | References |
11 | 0.77 | 9 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Kazufumi Ito | 1 | 833 | 103.58 |
| Karl Kunisch | 2 | 1370 | 145.58 |