Globalizing a nonsmooth Newton method via nonmonotone path search.
Stephan BütikoferPublished in: Math. Methods Oper. Res. (2008)
Keyphrases
- newton method
- variational inequalities
- convergence analysis
- quasi newton
- globally convergent
- search algorithm
- superlinear convergence
- linear equations
- sensitivity analysis
- regularized least squares
- optimality conditions
- search space
- quadratic programming
- primal dual
- global convergence
- nonlinear programming
- convex sets
- approximation algorithms