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

Abstract

We propose a novel trust region method for solving a class of nonsmooth, nonconvex composite-type optimization problems. The approach embeds inexact semismooth Newton steps for finding zeros of a normal map-based stationarity measure for the problem in a trust region framework. Based on a new merit function and acceptance mechanism, global convergence and transition to fast local q-superlinear convergence are established under standard conditions. In addition, we verify that the proposed trust region globalization is compatible with the Kurdyka–Łojasiewicz inequality yielding finer convergence results. Experiments on sparse logistic regression, image compression, and a constrained log-determinant problem illustrate the efficiency of the proposed algorithm.