A family of inexact SQA methods for non-smooth convex minimization with provable convergence guarantees based on the Luo-Tseng error bound property
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Publication:1739040
DOI10.1007/s10107-018-1280-6zbMath1412.49061arXiv1605.07522OpenAlexW2964154161WikidataQ129905968 ScholiaQ129905968MaRDI QIDQ1739040
Zirui Zhou, Man-Chung Yue, Anthony Man-Cho So
Publication date: 24 April 2019
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.07522
error boundsuperlinear convergenceproximal Newton methodconvex composite minimizationsequential quadratic approximation (SQA)
Numerical optimization and variational techniques (65K10) Newton-type methods (49M15) Methods of successive quadratic programming type (90C55)
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