Convergence of an Inexact Algorithm for Composite Nonsmooth Optimization

DOI10.1093/imanum/10.3.299zbMath0705.65041OpenAlexW2002656224MaRDI QIDQ3485803

Stephen J. Wright

Publication date: 1990

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imanum/10.3.299

zbMATH Keywords

global convergencequadratic convergenceinexact algorithmcomposite nonsmooth optimizationaffine functionstrust-region successive quadratic algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20)

Related Items (8)

A proximal method for composite minimization ⋮ Linearly-convergent FISTA variant for composite optimization with duality ⋮ Relax-and-split method for nonconvex inverse problems ⋮ Nonsmooth optimization using Taylor-like models: error bounds, convergence, and termination criteria ⋮ Smoothing methods for nonsmooth, nonconvex minimization ⋮ Error Bounds, Quadratic Growth, and Linear Convergence of Proximal Methods ⋮ Variable Metric Forward-Backward Algorithm for Composite Minimization Problems ⋮ Efficiency of minimizing compositions of convex functions and smooth maps

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