Global convergence of a closed-loop regularized Newton method for solving monotone inclusions in Hilbert spaces (Q365658)

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Global convergence of a closed-loop regularized Newton method for solving monotone inclusions in Hilbert spaces
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    Global convergence of a closed-loop regularized Newton method for solving monotone inclusions in Hilbert spaces (English)
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    9 September 2013
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    Regularization methods are considered for continuous Newton methods devoted to the treatment of convex optimization problems and monotone inclusions in Hilbert spaces. Here, a Levenberg-Marquardt regularization of closed-loop type is studied. It is shown how to pass from an open-loop regularization coefficient to a closed-loop regularization coefficient. The central topic is the consideration of the existence and uniqueness of a global solution of a continuous Newton dynamical system represented by a differential inclusion. The convergence properties of the resulting trajectories are studied.
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    Newton-type methods
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    monotone inclusions
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    convex optimization
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    closed-loop regularization
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    BV controls
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    Levenberg-Marquardt method
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