An acceleration of proximal diagonal Newton method

DOI10.14495/JSIAML.16.5MaRDI QIDQ6125979zbMATH OpenFDO

Authors Shummin Nakayama

Publication date 9 April 2024

Published in JSIAM Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14495/JSIAML.16.5

zbMATH Keywords

acceleration methoddiagonal metricnonsmooth convex optimizationproximal Newton-type method

Mathematics Subject Classification ID

Numerical analysis (65-XX) Operations research, mathematical programming (90-XX)

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Cites work

• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• An inexact accelerated proximal gradient method for large scale linearly constrained convex SDP
• First-order methods in optimization
• Proximal Newton-type methods for minimizing composite functions
• Proximal quasi-Newton methods for regularized convex optimization with linear and accelerated sublinear convergence rates
• Two-Point Step Size Gradient Methods
• Variable metric inexact line-search-based methods for nonsmooth optimization

Cited in

(2)

• A diagonally scaled Newton-type proximal method for minimization of the models with nonsmooth composite cost functions
• The indefinite proximal gradient method

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