Gräser, C. (2013) Nonsmooth SchurNewton methods for nonsmooth saddle point problems. Preprint 1004, Matheon Berlin .

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Abstract
We introduce and analyze nonsmooth SchurNewton methods for a class of nonsmooth saddle point problems. The method is able to solve problems where the primal energy decomposes into a convex smooth part and a convex separable but nonsmooth part. The method is based on nonsmooth Newton techniques for an equivalent unconstrained dual problem. Using this we show that it is globally convergent even for inexact evaluation of the linear subproblems.
Item Type:  Article 

Subjects:  Mathematical and Computer Sciences > Mathematics > Numerical Analysis 
Divisions:  Department of Mathematics and Computer Science > Institute of Mathematics 
ID Code:  1824 
Deposited By:  Ekaterina Engel 
Deposited On:  06 Mar 2016 12:30 
Last Modified:  03 Mar 2017 14:42 
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