An inexact successive quadratic approximation method for a class of difference-of-convex optimization problems
From MaRDI portal
Publication:2125070
DOI10.1007/s10589-022-00357-zzbMath1490.90231MaRDI QIDQ2125070
Publication date: 12 April 2022
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-022-00357-z
90C26: Nonconvex programming, global optimization
Related Items
A proximal subgradient algorithm with extrapolation for structured nonconvex nonsmooth problems, Inexact proximal DC Newton-type method for nonconvex composite functions
Uses Software
Cites Work
- Nearly unbiased variable selection under minimax concave penalty
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- An inexact successive quadratic approximation method for L-1 regularized optimization
- Practical inexact proximal quasi-Newton method with global complexity analysis
- Variable metric forward-backward algorithm for minimizing the sum of a differentiable function and a convex function
- Inexact proximal Newton methods for self-concordant functions
- A coordinate gradient descent method for nonsmooth separable minimization
- Convex analysis approach to d. c. programming: Theory, algorithms and applications
- Peaceman-Rachford splitting for a class of nonconvex optimization problems
- A family of inexact SQA methods for non-smooth convex minimization with provable convergence guarantees based on the Luo-Tseng error bound property
- Fast L1-L2 minimization via a proximal operator
- A proximal difference-of-convex algorithm with extrapolation
- Proximal quasi-Newton methods for regularized convex optimization with linear and accelerated sublinear convergence rates
- DC formulations and algorithms for sparse optimization problems
- Templates for convex cone problems with applications to sparse signal recovery
- Inexact proximal memoryless quasi-Newton methods based on the Broyden family for minimizing composite functions
- Globalized inexact proximal Newton-type methods for nonconvex composite functions
- Global complexity analysis of inexact successive quadratic approximation methods for regularized optimization under mild assumptions
- Adaptive restart for accelerated gradient schemes
- Forward-backward quasi-Newton methods for nonsmooth optimization problems
- Further properties of the forward-backward envelope with applications to difference-of-convex programming
- Inexact successive quadratic approximation for regularized optimization
- A refined convergence analysis of \(\mathrm{pDCA}_{e}\) with applications to simultaneous sparse recovery and outlier detection
- A successive difference-of-convex approximation method for a class of nonconvex nonsmooth optimization problems
- Variable Metric Inexact Line-Search-Based Methods for Nonsmooth Optimization
- A Variable Metric Forward-Backward Method with Extrapolation
- Proximal Newton-Type Methods for Minimizing Composite Functions
- Truncated $l_{1-2}$ Models for Sparse Recovery and Rank Minimization
- Error Bound and Convergence Analysis of Matrix Splitting Algorithms for the Affine Variational Inequality Problem
- Variational Analysis
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Sparse Reconstruction by Separable Approximation
- First-Order Methods in Optimization
- A Highly Efficient Semismooth Newton Augmented Lagrangian Method for Solving Lasso Problems
- An Inexact Variable Metric Proximal Point Algorithm for Generic Quasi-Newton Acceleration
- On Quasi-Newton Forward-Backward Splitting: Proximal Calculus and Convergence
- Minimization of $\ell_{1-2}$ for Compressed Sensing
- Difference-of-Convex Learning: Directional Stationarity, Optimality, and Sparsity
- The Variable Metric Forward-Backward Splitting Algorithm Under Mild Differentiability Assumptions
- IMRO: A Proximal Quasi-Newton Method for Solving $\ell_1$-Regularized Least Squares Problems
