Truncated Nonsmooth Newton Multigrid Methods for Block-Separable Minimization Problems

Publikation: Beitrag in FachzeitschriftForschungsartikelBeigetragenBegutachtung

Beitragende

Abstract

The Truncated Nonsmooth Newton Multigrid (TNNMG) method is a robust and efficient solution method for a wide range of block-separable convex minimization problems, typically stemming from discretizations of non-linear and nonsmooth partial differential equations. This paper proves global convergence of the method under weak conditions both on the objective functional, and on the local inexact subproblem solvers that are part of the method. It also discusses a range of algorithmic choices that allows to customize the algorithm for many specific problems. Numerical examples are deliberately omitted, because many such examples have already been published elsewhere.

Details

OriginalspracheEnglisch
Seiten (von - bis)454-481
Seitenumfang28
FachzeitschriftIMA Journal of Numerical Analysis
Jahrgang39
Ausgabenummer1
PublikationsstatusVeröffentlicht - 2019
Peer-Review-StatusJa

Externe IDs

Scopus 85063391209
ORCID /0000-0003-1093-6374/work/142250553

Schlagworte

Schlagwörter

  • nonsmooth optimization, convex optimization, multigrid, separable problems