Descentwise inexact proximal algorithms for smooth optimization

DOI10.1007/S10589-012-9461-3zbMath1264.90160OpenAlexW2021789026MaRDI QIDQ1935582

Marc Fuentes, Jérôme Malick, Claude Lemaréchal

Publication date: 18 February 2013

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-012-9461-3

zbMATH Keywords

convex analysisproximal algorithmquasi-Newton algorithms

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Related Items (14)

On the resolution of the variational inequalities of the first and the second kind as equations obtained by explicit Moreau-Yosida regularizations ⋮ Principled analyses and design of first-order methods with inexact proximal operators ⋮ On the proximal gradient algorithm with alternated inertia ⋮ An inexact proximal regularization method for unconstrained optimization ⋮ Catalyst Acceleration for First-order Convex Optimization: from Theory to Practice ⋮ An inexact and nonmonotone proximal method for smooth unconstrained minimization ⋮ Local convergence analysis of a primal-dual method for bound-constrained optimization without SOSC ⋮ Dual descent methods as tension reduction systems ⋮ Distributed Learning with Sparse Communications by Identification ⋮ A globally and quadratically convergent algorithm with efficient implementation for unconstrained optimization ⋮ On the convergence of a multigrid method for Moreau-regularized variational inequalities of the second kind ⋮ An Inexact Variable Metric Proximal Point Algorithm for Generic Quasi-Newton Acceleration ⋮ Algebraic rules for quadratic regularization of Newton's method ⋮ A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes

Uses Software

• L-BFGS
• CUTEr
• CUTE

Cites Work

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• An effective algorithm for minimization
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• A UNIFIED FRAMEWORK FOR SOME INEXACT PROXIMAL POINT ALGORITHMS^*
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Updating Quasi-Newton Matrices with Limited Storage
• Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
• On Convergence Properties of Algorithms for Unconstrained Minimization
• CUTE
• Convergence Conditions for Ascent Methods
• A method for the solution of certain non-linear problems in least squares

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