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Global convergence of a closed-loop regularized Newton method for solving monotone inclusions in Hilbert spaces
Journal article   Open access   Peer reviewed

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

Hedy Attouch, Patrick Redont and Benar Fux Svaiter
Journal of Optimization Theory and Applications, Vol.Published online(Published online)
21/11/2012

Abstract

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