Generalized self-concordant functions: a recipe for Newton-type methods
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Publication:2330645
DOI10.1007/s10107-018-1282-4zbMath1430.90464arXiv1703.04599OpenAlexW2603538444MaRDI QIDQ2330645
Publication date: 22 October 2019
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1703.04599
global convergenceconvex optimizationquadratic convergencelocal convergenceNewton-type methodproximal Newton methodgeneralized self-concordance
Convex programming (90C25) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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A Newton Frank-Wolfe method for constrained self-concordant minimization ⋮ A New Homotopy Proximal Variable-Metric Framework for Composite Convex Minimization ⋮ Semi-discrete optimal transport: hardness, regularization and numerical solution ⋮ SCORE: approximating curvature information under self-concordant regularization ⋮ The method of randomized Bregman projections for stochastic feasibility problems ⋮ Generalized self-concordant analysis of Frank-Wolfe algorithms ⋮ Differentially private inference via noisy optimization ⋮ Finite-sample analysis of \(M\)-estimators using self-concordance ⋮ Composite convex optimization with global and local inexact oracles ⋮ Greedy Quasi-Newton Methods with Explicit Superlinear Convergence ⋮ Unnamed Item
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