Article Dans Une Revue Journal of Optimization Theory and Applications Année : 2012

Global convergence of a closed-loop regularized Newton method for solving monotone inclusions in Hilbert spaces

Résumé

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 termmay be of bounded variation.

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hal-00803194 , version 1 (21-03-2013)

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Hedy Attouch, Patrick Redont, Benar Fux Svaiter. Global convergence of a closed-loop regularized Newton method for solving monotone inclusions in Hilbert spaces. Journal of Optimization Theory and Applications, 2012, Published online (Published online), pp.Published online 21 November 2012. ⟨10.1007/s10957-012-0222-3⟩. ⟨hal-00803194⟩
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