A coderivative-based nonmonotone Newton method with HAN line search and adaptive regularization cuts iterations and CPU time on Lasso, SVM, and logistic Lasso
The work proposes a Nonmonotone Coderivative-based Newton (NCN) method that builds generalized Hessians from Mordukhovich coderivatives of the gradient mapping and combines a Hybrid Adaptive Nonmonotone (HAN) line search with two adaptive regularization schemes; under standard assumptions it proves global convergence and local superlinear convergence for exact and inexact second-order information, and experiments on Lasso, SVM, and logistic Lasso show competitive iteration counts and CPU times.