Global Convergence of a Closed-Loop Regularized Newton Method for Solving Monotone Inclusions in Hilbert Spaces

被引：19

作者：

Attouch, H. ^{[1
]}

Redont, P. ^{[1
]}

Svaiter, B. F. ^{[2
]}

机构：

[1] Univ Montpellier 2, UMR CNRS 5149 I3M, F-34095 Montpellier, France

[2] IMPA, BR-22460320 Rio De Janeiro, Brazil

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2013年 / 157卷 / 03期

关键词：

Newton-type methods; Monotone inclusions; Convex optimization; Closed-loop regularization; BV controls; Levenberg-Marquardt method; SYSTEM;

D O I：

10.1007/s10957-012-0222-3

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We analyze the global convergence properties of some variants of regularized continuous Newton methods for convex optimization and monotone inclusions in Hilbert spaces. The regularization term is of Levenberg-Marquardt type and acts in an open-loop or closed-loop form. In the open-loop case the regularization term may be of bounded variation.

引用

页码：624 / 650

页数：27

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