Dynamic Proximal Point Method for Unconstrained Minimization

DOI10.48550/arXiv.2608.03349MaRDI QIDQ7284597arXivFDO

Authors Enrico Bertolazzi, Davide Stocco, Alberto De Marchi

Publication date 4 August 2026

Published in arXiv

Tldr We propose a dynamic proximal point algorithm that combines adaptive regularization with an inner Newton's method and line search to accelerate unconstrained minimization; we derive the reduced linear system, merit function, and provide practical approaches for constructing the diagonal scaling matrix from derivative information.

Full work available at URL https://doi.org/10.48550/arXiv.2608.03349

arXiv classification

math.NAmath.OC

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