Inexact proximal Newton methods in Hilbert spaces

DOI10.1007/S10589-023-00515-XMaRDI QIDQ6179871zbMATH OpenOpenAlexFDO

Authors Bastian Pötzl, Anton Schiela, Patrick Jaap

Publication date 18 January 2024

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

Copyright license Creative Commons Attribution 4.0 International

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

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)

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.

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Cited in

(1)

• Optimal inexactness schedules for tunable oracle-based methods

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