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.
Author: | Carsten Gräser, Uli Sack, Oliver Sander |
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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 |