A second-order method for convex1-regularized optimization with active-set prediction

DOI10.1080/10556788.2016.1138222zbMath1341.49039arXiv1505.04315OpenAlexW279731301MaRDI QIDQ2815550

Nocedal, Jorge, Nitish Shirish Keskar, Andreas Wächter, Figen Oztoprak

Publication date: 29 June 2016

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.04315

zbMATH Keywords

second-order methodactive-set prediction\(\ell_1\)-minimizationactive-set correctionsubspace-optimization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10)

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