Inexact successive quadratic approximation for regularized optimization
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Publication:2419525
DOI10.1007/s10589-019-00059-zzbMath1420.90045arXiv1803.01298OpenAlexW2962721705WikidataQ128532491 ScholiaQ128532491MaRDI QIDQ2419525
Ching-pei Lee, Stephen J. Wright
Publication date: 13 June 2019
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.01298
convex optimizationnonconvex optimizationsecond-order approximationproximal methodvariable metricregularized optimizationinexact method
Convex programming (90C25) Nonconvex programming, global optimization (90C26) Methods of successive quadratic programming type (90C55)
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