A Proximal Quasi-Newton Trust-Region Method for Nonsmooth Regularized Optimization
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Publication:5081096
DOI10.1137/21M1409536zbMath1493.90139arXiv2103.15993OpenAlexW3201114934MaRDI QIDQ5081096
Aleksandr Y. Aravkin, Dominique Orban, Robert Baraldi
Publication date: 1 June 2022
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.15993
nonsmooth optimizationnonconvex optimizationquasi-Newton methodstrust-region methodsproximal gradient methodcomposite optimizationproximal quasi-Newton method
Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56) Numerical optimization and variational techniques (65K10) Methods of quasi-Newton type (90C53)
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Newton acceleration on manifolds identified by proximal gradient methods, Proximal gradient algorithm with trust region scheme on Riemannian manifold, A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations
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