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....
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 ...
We propose a Newton-type alternating minimization algorithm (NAMA) for solving structured nonsmooth convex optimization problems where the sum of two funct... Lorenzo,Stella,Andreas,... - 《IEEE Transactions on Automatic Control》 被引量: 1发表: 2018年 Alternating proximal gradient descent for non...
In the regular case, we show the global quadratic convergence of an associated proximal-Newton method.doi:10.48550/arXiv.1502.04286Attouch, HedyAlves, Maicon MarquesSvaiter, Benar F.mathematicsAttouch, H., Marques Alves, M., Svaiter, B.F.: A dynamic approach to a proximal-Newton method for ...
Local convergence analysis of a proximal Gauss-Newton method under a majorant condition In this paper, the proximal Gauss-Newton method for solving penalized nonlinear least squares problems is studied. A local convergence analysis is obtained... OP Ferreira,MLN Gon?Alves,PR Oliveira - 《Journal ...
By combining Newton's method for the matrix sign function with a squaring procedure, a basis for the negative invariant subspace of a matrix can be compute... CS Kenney,AJ Laub - 《IEEE Transactions on Automatic Control》 被引量: 30发表: 1993年 A Sublinear Space, Polynomial Time Algorithm ...
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...
The convergence rate of the proximal alternating direction method of multipliers with indefinite proximal regularization The proximal alternating direction method of multipliers (P-ADMM) is an efficient first-order method for solving the separable convex minimization problems... M Sun,J Liu - 《Journal...
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. ... Lorenzo,Stella,Andreas,... - 《IEEE Transactions on Automatic Control》...
We present a Newton-type hybrid proximal extragradient primal–dual interior point method for solving smooth monotone mixed complementarity problems. Dual variables for the nonnegativity constraints are introduced. The ergodic complexity of the method is (mathcal {O}(1/k^{3/2})). The method perfor...