Newton-type Alternating Minimization Algorithm for Convex Optimization
نویسندگان
چکیده
منابع مشابه
Proximal Newton-type methods for convex optimization
We seek to solve convex optimization problems in composite form: minimize x∈Rn f(x) := g(x) + h(x), where g is convex and continuously differentiable and h : R → R is a convex but not necessarily differentiable function whose proximal mapping can be evaluated efficiently. We derive a generalization of Newton-type methods to handle such convex but nonsmooth objective functions. We prove such met...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2018
ISSN: 0018-9286,1558-2523,2334-3303
DOI: 10.1109/tac.2018.2872203