Here we present a globalized proximal Newton-type method which allows the smooth term to be nonconvex. The method is shown to have nice global and local convergence properties, and some numerical results indicate that this method is very promising also from a practical point of view....
Globalized inexact proximal Newton-type methods for nonconvex composite functions ArticleOpen access16 November 2020 Inexact proximal stochastic gradient method for convex composite optimization 11 August 2017 Smoothing Accelerated Proximal Gradient Method with Fast Convergence Rate for Nonsmooth Convex Optimizatio...
proximal-Newton methodcomplexityproximal point methodsWe propose and study the iteration-complexity of a proximal-Newton method for finding approximate solutions of the problem of minimizing a twice continuously differentiable convex function on a (possibly infinite dimensional) Hilbert space. We prove ...
To the best of our knowledge, this result is the first to demonstrate a provable gain of a quasi-Newton-type method over NAG in the convex setting. To achieve such results, we build our method on a recent variant of the Monteiro-Svaiter acceleration framework and adopt an online learning ...
We demonstrate the advantage of variable metric implementation in the case of solving systems of smooth monotone equations by the proximal Newton method.关键词: proximal point methods variable metric maximal monotone operators approximation DOI: 10.1137/070688146 被引量: 94 ...
BioSensics, LLC, 57 Chapel Street, Newton, MA, 02458, USA İlkay Yıldız Potter, Aidin Vaziri & Ashkan Vaziri Carl J. Shapiro Department of Orthopaedic Surgery, Beth Israel Deaconess Medical Center (BIDMC) and Harvard Medical School, 330 Brookline Avenue, Stoneman 10, Boston, MA, 022...
(Zhou et al.,2016; Zhou et al.,2018), accelerated gradient descent (Li et al.,2017). It has also been exploited to study the convergence of second-order algorithms such as Newton’s method (Noll and Rondepierre,2013; Frankel et al.,2015) and cubic regularization method (Zhou et al....
we expound on various proximal trust-region subproblem solvers that generalize traditional trust-region methods for smooth unconstrained and convex-constrained problems. We introduce a simplified spectral proximal gradient solver, a truncated nonlinear conjugate gradient solver, and a dogleg method. We compa...
Newton-Type Alternating Minimization Algorithm for Convex Optimization , NAMA relies on exactly the same computations as the classical alternating minimization algorithm (AMA), also known as the dual-proximal gradient method. ... L Stella,A Themelis,P Patrinos - 《IEEE Transactions on Automatic Contr...
We consider two type of bundle methods in order to solve hemivariational inequalities numerically: proximal bundle and bundle-Newton methods. Proximal bundle ... MM Mäkelä,M Miettinen,L Lukšan,... - 《Journal of Global Optimization》 被引量: 50发表: 1999年 A nonmonotone proximal bundle...