Search Results - subject:"Semi-smooth Newton method"

Herzog, Roland; Kunisch, Karl; Sass, Jörn - In: Mathematical Methods of Operations Research 77 (2013) 1, pp. 101-130

–Jacobi–Bellman equation is solved by regularization and the application of a semi-smooth Newton method. Discretization in space is carried out …

Persistent link: https://www.econbiz.de/10010999928

Herzog, Roland; Kunisch, Karl; Sass, Jörn - In: Computational Statistics 77 (2013) 1, pp. 101-130

–Jacobi–Bellman equation is solved by regularization and the application of a semi-smooth Newton method. Discretization in space is carried out …

Persistent link: https://www.econbiz.de/10010759519

Kunisch, Karl; Wachsmuth, Daniel - In: Computational Optimization and Applications 51 (2012) 3, pp. 1345-1373

Persistent link: https://www.econbiz.de/10010539368

Gerdts, Matthias; Kunkel, Martin - In: Computational Optimization and Applications 48 (2011) 3, pp. 601-633

Persistent link: https://www.econbiz.de/10008925531