Convergence of an Inexact Algorithm for Composite Nonsmooth Optimization

DOI10.1093/IMANUM/10.3.299MaRDI QIDQ3485803zbMATH OpenOpenAlexFDO

Authors Stephen J. Wright

Publication date 1990

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imanum/10.3.299

zbMATH Keywords

affine functionscomposite nonsmooth optimizationglobal convergenceinexact algorithmquadratic convergencetrust-region successive quadratic algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Nonlinear programming (90C30)

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Cited in

(17)

• An algorithm for composite nonsmooth optimization problems
• The value function approach to convergence analysis in composite optimization
• An inexact algorithm for composite nondifferentiable optimization
• General convergence analysis of stochastic first-order methods for composite optimization
• Nonsmooth optimization using Taylor-like models: error bounds, convergence, and termination criteria
• Efficiency of minimizing compositions of convex functions and smooth maps
• A proximal method for composite minimization
• Local properties of inexact methods for minimizing nonsmooth composite functions
• scientific article; zbMATH DE number 1329077 (Why is no real title available?)
• scientific article; zbMATH DE number 1146103 (Why is no real title available?)
• Variable Metric Forward-Backward Algorithm for Composite Minimization Problems
• Relax-and-split method for nonconvex inverse problems
• Error bounds, quadratic growth, and linear convergence of proximal methods
• Linearly-convergent FISTA variant for composite optimization with duality
• An inexact proximal majorization-minimization method for a class of image reconstruction models
• A local nearly linearly convergent first-order method for nonsmooth functions with quadratic growth
• Smoothing methods for nonsmooth, nonconvex minimization

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