Dynamic Proximal Point Method for Unconstrained Minimization (Q7284597)

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    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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