Inexact proximal Newton methods for self-concordant functions

DOI10.1007/s00186-016-0566-9zbMath1386.90105OpenAlexW2558210108MaRDI QIDQ522088

Lieven Vandenberghe, Martin S. Andersen, Jinchao Li

Publication date: 13 April 2017

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://backend.orbit.dtu.dk/ws/files/127630417/rescovsel_revised.pdf

zbMATH Keywords

90C53

Mathematics Subject Classification ID

Convex programming (90C25)

Related Items

An inexact successive quadratic approximation method for a class of difference-of-convex optimization problems, Second order semi-smooth proximal Newton methods in Hilbert spaces, Inexact successive quadratic approximation for regularized optimization, Inexact proximal DC Newton-type method for nonconvex composite functions, Accelerating inexact successive quadratic approximation for regularized optimization through manifold identification, Minimizing oracle-structured composite functions, Inexact proximal Newton methods in Hilbert spaces, Worst-Case Convergence Analysis of Inexact Gradient and Newton Methods Through Semidefinite Programming Performance Estimation, Composite convex optimization with global and local inexact oracles, Inexact proximal memoryless quasi-Newton methods based on the Broyden family for minimizing composite functions, Globalized inexact proximal Newton-type methods for nonconvex composite functions

Uses Software

• CVXOPT
• CHOMPACK
• SparseMatrix
• TFOCS

Cites Work

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