Globalizing a nonsmooth Newton method via nonmonotone path search |
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Authors: | Stephan Bütikofer |
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Institution: | 1.Institut für Operations Research,Universit?t Zürich,Zurich,Switzerland |
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Abstract: | 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. |
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Keywords: | Nonsmooth optimization Newton’ s method Local Lipschitz function Global convergence |
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