A family of variable metric proximal methods
نویسندگان
چکیده
منابع مشابه
A family of variable metric proximal methods
We consider conceptual optimization methods combining two ideas: the Moreau-Yosida regularization in convex analysis, and quasi-Newton approximations of smooth functions. We outline several approaches based on this combination, and establish their global convergence. Then we study theoretically the local convergence properties of one of these approaches, which uses quasi-Newton updates of the o...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1995
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf01585756