Globalizing a nonsmooth Newton method via nonmonotone path search

DOI10.1007/s00186-008-0219-8zbMath1211.90223OpenAlexW2081649642MaRDI QIDQ953292

Stephan Bütikofer

Publication date: 17 November 2008

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://www.zora.uzh.ch/id/eprint/173782/1/Butikofer2008_Article_GlobalizingANonsmoothNewtonMet.pdf

zbMATH Keywords

global convergencenonsmooth optimizationNewton's methodlocal Lipschitz function

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Related Items

Unnamed Item

Uses Software

• PATH Solver

Cites Work

• Unnamed Item
• Unnamed Item
• A new branch and bound algorithm for solving quadratic programs with linear complementarity constraints
• Global convergence of nonmonotone descent methods for unconstrained optimization problems
• A B-differentiable equation-based, globally and locally quadratically convergent algorithm for nonlinear programs, complementarity and variational inequality problems
• A nonsmooth Newton method for variational inequalities. I: Theory
• Nonsmooth equations in optimization. Regularity, calculus, methods and applications
• Solution of monotone complementarity problems with locally Lipschitzian functions
• A semismooth equation approach to the solution of nonlinear complementarity problems
• A theoretical and numerical comparison of some semismooth algorithms for complementarity problems
• A nonsmooth version of Newton's method
• Generalized Newton and NCP- methods: convergence, regularity, actions
• Newton's Method for B-Differentiable Equations
• Optimization and nonsmooth analysis
• The Local Convergence of Broyden-Like Methods on Lipschitzian Problems in Hilbert Spaces
• Minimization of Locally Lipschitzian Functions
• Globally Convergent Newton Methods for Nonsmooth Equations
• Global Convergence of Damped Newton's Method for Nonsmooth Equations via the Path Search
• A Nonmonotone Line Search Technique for Newton’s Method
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• A new extreme point algorithm and its application in PSQP algorithms for solving mathematical programs with linear complementarity constraints.