Dynamic Proximal Point Method for Unconstrained Minimization (Q7284597)
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| English | Dynamic Proximal Point Method for Unconstrained Minimization |
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Dynamic Proximal Point Method for Unconstrained Minimization (English)
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4 August 2026
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math.OC
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math.NA
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Enrico Bertolazzi
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Alberto De Marchi
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Davide Stocco
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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.
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Proximal Point
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Newton's Method
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Unconstrained Minimization
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