<p>We propose a novel linesearch variant of the trust region normal map-based semismooth Newton method developed in (Ouyang and Milzarek in Math Program 212(1–2):389–435, 2025) for solving a class of nonsmooth, nonconvex composite-type optimization problems. Our approach uses adaptive parameter estimation techniques, which allow us to avoid explicit and potentially expensive Lipschitz constant computations. We provide extensive convergence results including global convergence, convergence of the iterates under the Kurdyka–Łojasiewicz inequality, and transition to fast local q-superlinear convergence. Compared to the original trust region framework, the linesearch-based algorithm is simpler and the overall convergence analysis can be conducted under weaker assumptions—in particular, without requiring explicit boundedness conditions on the Hessian approximations and iterates. Numerical experiments on sparse logistic regression, image compression, and nonlinear least squares with group penalty terms demonstrate the efficiency of the proposed approach.</p>

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A linesearch-type normal map-based semismooth Newton method for nonsmooth nonconvex composite optimization

  • Hanfeng Zeng,
  • Wenqing Ouyang,
  • Andre Milzarek

摘要

We propose a novel linesearch variant of the trust region normal map-based semismooth Newton method developed in (Ouyang and Milzarek in Math Program 212(1–2):389–435, 2025) for solving a class of nonsmooth, nonconvex composite-type optimization problems. Our approach uses adaptive parameter estimation techniques, which allow us to avoid explicit and potentially expensive Lipschitz constant computations. We provide extensive convergence results including global convergence, convergence of the iterates under the Kurdyka–Łojasiewicz inequality, and transition to fast local q-superlinear convergence. Compared to the original trust region framework, the linesearch-based algorithm is simpler and the overall convergence analysis can be conducted under weaker assumptions—in particular, without requiring explicit boundedness conditions on the Hessian approximations and iterates. Numerical experiments on sparse logistic regression, image compression, and nonlinear least squares with group penalty terms demonstrate the efficiency of the proposed approach.