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
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
收藏
页码:624 / 650
页数:27
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