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Contribution Details
| Type | Journal Article |
| Scope | Discipline-based scholarship |
| Title | Globalizing a nonsmooth Newton method via nonmonotone path search |
| Organization Unit | |
| Authors |
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| Item Subtype | Original Work |
| Refereed | Yes |
| Status | Published in final form |
| Language |
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| Journal Title | Mathematical Methods of Operations Research |
| Publisher | Springer |
| Geographical Reach | international |
| ISSN | 1432-2994 |
| Volume | 68 |
| Number | 2 |
| Page Range | 235 - 256 |
| Date | 2008 |
| Abstract Text | 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. |
| Official URL | http://search.ebscohost.com/login.aspx?direct=true&db=buh&AN=34529470&loginpage=Login.asp&site=ehost-live |
| Digital Object Identifier | 10.1007/s00186-008-0219-8 |
| Other Identification Number | merlin-id:1111 |
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| Additional Information | The original publication is available at www.springerlink.com |