A family of variable metric proximal methods
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Publication:1804367
DOI10.1007/BF01585756zbMATH Open0832.90102MaRDI QIDQ1804367FDOQ1804367
J. Frédéric Bonnans, J. Ch. Gilbert, Claudia Sagastizábal, Claude Lemaréchal
Publication date: 5 March 1996
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Recommendations
variable metricMoreau-Yosida regularizationsuperlinear convergencebundle methodquasi-Newton approximations of smooth functions
Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Nonsmooth analysis (49J52) Convex functions and convex programs in convex geometry (52A41)
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Cited In (44)
- An Asymptotically Superlinearly Convergent Semismooth Newton Augmented Lagrangian Method for Linear Programming
- A modified Hestenes and Stiefel conjugate gradient algorithm for large-scale nonsmooth minimizations and nonlinear equations
- A modified PRP conjugate gradient algorithm with nonmonotone line search for nonsmooth convex optimization problems
- Nonsmooth optimization via quasi-Newton methods
- Optimal Convergence Rates for the Proximal Bundle Method
- On approximations with finite precision in bundle methods for nonsmooth optimization
- Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach
- Combination of steepest descent and BFGS methods for nonconvex nonsmooth optimization
- Nonsymmetric proximal point algorithm with moving proximal centers for variational inequalities: convergence analysis
- A unified view of adaptive variable-metric projection algorithms
- On superlinear convergence of quasi-Newton methods for nonsmooth equations
- Variable metric proximal stochastic variance reduced gradient methods for nonconvex nonsmooth optimization
- A limited memory BFGS subspace algorithm for bound constrained nonsmooth problems
- Essentials of numerical nonsmooth optimization
- Variable metric forward-backward algorithm for minimizing the sum of a differentiable function and a convex function
- A two-metric variable scaled forward-backward algorithm for \(\ell_0\) optimization problem and its applications
- A modified Polak-Ribière-Polyak conjugate gradient algorithm for nonsmooth convex programs
- Adaptive FISTA for Nonconvex Optimization
- Computing proximal points of nonconvex functions
- Bregman methods for large-scale optimization with applications in imaging
- A bundle modification strategy for convex minimization
- Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization
- The perturbed generalized proximal point algorithm
- Limited-memory BFGS with displacement aggregation
- Scaled proximal gradient methods for sparse optimization problems
- Preconditioning of a generalized forward-backward splitting and application to optimization on graphs
- On the superlinear convergence of the variable metric proximal point algorithm using Broyden and BFGS matrix secant updating
- A splitting algorithm for coupled system of primal-dual monotone inclusions
- Composition duality principles for mixed variational inequalities
- Forward-backward quasi-Newton methods for nonsmooth optimization problems
- The indefinite proximal point algorithms for maximal monotone operators
- A modified nonlinear conjugate gradient algorithm for large-scale nonsmooth convex optimization
- A globally convergent Newton method for convex \(SC^ 1\) minimization problems
- A quasi-second-order proximal bundle algorithm
- An ODE-like nonmonotone method for nonsmooth convex optimization
- A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization
- A semismooth Newton stochastic proximal point algorithm with variance reduction
- Fast Moreau envelope computation I: Numerical algorithms
- Globally convergent BFGS method for nonsmooth convex optimization
- Title not available (Why is that?)
- Conjugate gradient type methods for the nondifferentiable convex minimization
- The developments of proximal point algorithms
- A modified scaled memoryless BFGS preconditioned conjugate gradient algorithm for nonsmooth convex optimization
- Essentials of numerical nonsmooth optimization
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