Inexact proximal Newton methods for self-concordant functions
From MaRDI portal
Publication:522088
DOI10.1007/s00186-016-0566-9zbMath1386.90105OpenAlexW2558210108MaRDI QIDQ522088
Lieven Vandenberghe, Martin S. Andersen, Jinchao Li
Publication date: 13 April 2017
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://backend.orbit.dtu.dk/ws/files/127630417/rescovsel_revised.pdf
Related Items
An inexact successive quadratic approximation method for a class of difference-of-convex optimization problems, Second order semi-smooth proximal Newton methods in Hilbert spaces, Inexact successive quadratic approximation for regularized optimization, Inexact proximal DC Newton-type method for nonconvex composite functions, Accelerating inexact successive quadratic approximation for regularized optimization through manifold identification, Minimizing oracle-structured composite functions, Inexact proximal Newton methods in Hilbert spaces, Worst-Case Convergence Analysis of Inexact Gradient and Newton Methods Through Semidefinite Programming Performance Estimation, Composite convex optimization with global and local inexact oracles, 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
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- 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
- Fast first-order methods for composite convex optimization with backtracking
- Introductory lectures on convex optimization. A basic course.
- Templates for convex cone problems with applications to sparse signal recovery
- A Mathematical View of Interior-Point Methods in Convex Optimization
- Proximal Newton-Type Methods for Minimizing Composite Functions
- The university of Florida sparse matrix collection
- Inexact Newton Methods
- Choosing the Forcing Terms in an Inexact Newton Method
- Towards non-symmetric conic optimization
- An Inexact Proximal Path-Following Algorithm for Constrained Convex Minimization
- Logarithmic barriers for sparse matrix cones
- Composite Self-Concordant Minimization
- Proximité et dualité dans un espace hilbertien
