Inexact proximal Newton methods in Hilbert spaces

DOI10.1007/S10589-023-00515-XarXiv2204.12168OpenAlexW4385828621MaRDI QIDQ6179871FDOQ6179871

Authors: Bastian Pötzl, Anton Schiela, Patrick Jaap 

Publication date: 18 January 2024

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Abstract: We consider Proximal Newton methods with an inexact computation of update steps. To this end, we introduce two inexactness criteria which characterize sufficient accuracy of these update step and with the aid of these investigate global convergence and local acceleration of our method. The inexactness criteria are designed to be adequate for the Hilbert space framework we find ourselves in while traditional inexactness criteria from smooth Newton or finite dimensional Proximal Newton methods appear to be inefficient in this scenario. The performance of the method and its gain in effectiveness in contrast to the exact case are showcased considering a simple model problem in function space.

Full work available at URL: https://arxiv.org/abs/2204.12168

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zbMATH Keywords

non-smooth optimizationinexactnessoptimization in Hilbert spaceproximal Newton

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Methods of quasi-Newton type (90C53) Numerical computation of solutions to systems of equations (65H10) Programming in abstract spaces (90C48)

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Cited In (1)

• Optimal inexactness schedules for tunable oracle-based methods

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