Newton methods for nonsmooth convex minimization: connections among \(\mathcal U\)-Lagrangian, Riemannian Newton and SQP methods

DOI10.1007/s10107-005-0631-2zbMath1124.90021OpenAlexW2139313686WikidataQ115385323 ScholiaQ115385323MaRDI QIDQ2576738

Jérôme Malick, Scott A. Miller

Publication date: 14 December 2005

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/inria-00071403/file/MM05.pdf

Mathematics Subject Classification ID

Convex programming (90C25) Methods of successive quadratic programming type (90C55)

Related Items (23)

Nonsmoothness in machine learning: specific structure, proximal identification, and applications ⋮ A proximal method for composite minimization ⋮ Equilibrium problems on Riemannian manifolds with applications ⋮ Sensitivity Analysis for Mirror-Stratifiable Convex Functions ⋮ Local convergence properties of Douglas-Rachford and alternating direction method of multipliers ⋮ Kantorovich's theorem on Newton's method under majorant condition in Riemannian manifolds ⋮ The degrees of freedom of partly smooth regularizers ⋮ On partial smoothness, tilt stability and the \({\mathcal {VU}}\)-decomposition ⋮ Newton acceleration on manifolds identified by proximal gradient methods ⋮ Harnessing Structure in Composite Nonsmooth Minimization ⋮ The \(\mathcal{U}\)-Lagrangian, fast track, and partial smoothness of a prox-regular function ⋮ Convergence of inexact steepest descent algorithm for multiobjective optimizations on Riemannian manifolds without curvature constraints ⋮ Accelerating inexact successive quadratic approximation for regularized optimization through manifold identification ⋮ Activity Identification and Local Linear Convergence of Forward--Backward-type Methods ⋮ First Order Methods for Optimization on Riemannian Manifolds ⋮ Dini derivative and a characterization for Lipschitz and convex functions on Riemannian manifolds ⋮ A fast gradient and function sampling method for finite-max functions ⋮ Subgradient projection algorithms for convex feasibility on Riemannian manifolds with lower bounded curvatures ⋮ Local linear convergence analysis of Primal–Dual splitting methods ⋮ Convergence rates of forward-Douglas-Rachford splitting method ⋮ Active‐Set Newton Methods and Partial Smoothness ⋮ Geometrical interpretation of the predictor-corrector type algorithms in structured optimization problems ⋮ A \(\mathcal{VU}\)-algorithm for convex minimization

Cites Work

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• The Geometry of Algorithms with Orthogonality Constraints
• Optimization Techniques on Riemannian Manifolds
• Primal-Dual Gradient Structured Functions: Second-Order Results; Links to Epi-Derivatives and Partly Smooth Functions
• Newton's method on Riemannian manifolds: covariant alpha theory
• 𝒱𝒰-smoothness and proximal point results for some nonconvex functions
• The 𝒰-Lagrangian of a convex function
• The $\U$-Lagrangian of the Maximum Eigenvalue Function
• Active Sets, Nonsmoothness, and Sensitivity
• On Eigenvalue Optimization

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