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A Global Newton Method for the Nonsmooth Vector Fields on Riemannian Manifolds

de Oliveira, Fabiana R. ; Oliveira, Fabrícia R.

Journal of optimization theory and applications, 2021-07, Vol.190 (1), p.259-273 [Periódico revisado por pares]

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Título:
A Global Newton Method for the Nonsmooth Vector Fields on Riemannian Manifolds
Autor: de Oliveira, Fabiana R. ; Oliveira, Fabrícia R.
Assuntos: Applications of Mathematics ; Calculus of Variations and Optimal Control; Optimization ; Engineering ; Experiments ; Fields (mathematics) ; Globalization ; Mathematics ; Mathematics and Statistics ; Newton methods ; Operations Research/Decision Theory ; Optimization ; Riemann manifold ; Theory of Computation
É parte de: Journal of optimization theory and applications, 2021-07, Vol.190 (1), p.259-273
Descrição: This paper proposes and analyzes a globalized version of the Newton method for finding a singularity of the nonsmooth vector fields. Basically, the new method combines a version of nonsmooth Newton method with a nonmonotone line search strategy. The global convergence analysis of the proposed method as well as results on its rate are established under mild assumptions. Finally, numerical experiments illustrating the practical advantages of the proposed scheme are reported.
Editor: New York: Springer US
Idioma: Inglês

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