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Truncated Nonsmooth Newton Multigrid Methods for Convex Minimization Problems

Please always quote using this URN:urn:nbn:de:0296-matheon-5123
  • We present a new inexact nonsmooth Newton method for the solution of convex minimization problems with piecewise smooth, pointwise nonlinearities. The algorithm consists of a nonlinear smoothing step on the fine level and a linear coarse correction. Suitable postprocessing guarantees global convergence even in the case of a single multigrid step for each linear subproblem. Numerical examples show that the overall efficiency is comparable to multigrid for similar linear problems.

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Metadaten
Author:Carsten Gräser, Uli Sack, Oliver Sander
URN:urn:nbn:de:0296-matheon-5123
Referee:Peter Deuflhard
Document Type:Preprint, Research Center Matheon
Language:English
Date of first Publication:2008/04/26
Release Date:2008/04/25
Institute:Freie Universität Berlin
Weierstraß-Institut für Angewandte Analysis und Stochastik (WIAS)
Zuse Institute Berlin (ZIB)
Preprint Number:508
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