Proximal Newton-Type Methods for Minimizing Composite Functions
نویسندگان
چکیده
منابع مشابه
Proximal Newton-Type Methods for Minimizing Composite Functions
We generalize Newton-type methods for minimizing smooth functions to handle a sum of two convex functions: a smooth function and a nonsmooth function with a simple proximal mapping. We show that the resulting proximal Newton-type methods inherit the desirable convergence behavior of Newton-type methods for minimizing smooth functions, even when search directions are computed inexactly. Many pop...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2014
ISSN: 1052-6234,1095-7189
DOI: 10.1137/130921428