Globally convergent coderivative-based generalized Newton methods in nonsmooth optimization
Pham Duy Khanh, Boris S. Mordukhovich, Vo Thanh Phat, Dat Ba Tran
Topics & Concepts
Subgradient methodMathematicsConvexityMathematical optimizationNewton's methodApplied mathematicsConvergence (economics)Hessian matrixOptimization problemQuadratic equationLocal convergenceIterative methodNonlinear systemEconomicsFinancial economicsEconomic growthGeometryQuantum mechanicsPhysicsAdvanced Optimization Algorithms ResearchOptimization and Variational AnalysisSparse and Compressive Sensing Techniques