Convergence analysis of a proximal Newton method

Z. Wei, Liqun Qi

Research output: Journal article publicationJournal articleAcademic researchpeer-review

15 Citations (Scopus)

Abstract

Recently Fukushima and Qi proposed a proximal Newton method for minimizating a nonsmooth convex function. An alternative global convergence proof for that method is presented in this paper. Global convergence was established without any additional assumption on the objective function. We also show that the infimum of a convex function is always equal to the infimun of its Moreau-Yosida regularization.
Original languageEnglish
Pages (from-to)463-472
Number of pages10
JournalNumerical Functional Analysis and Optimization
Volume17
Issue number3-4
DOIs
Publication statusPublished - 1 Jan 1996
Externally publishedYes

Keywords

  • Global convergence
  • Moreau-Yosida regularization
  • Nonsmooth convex function
  • Proximal Newton method

ASJC Scopus subject areas

  • Analysis
  • Signal Processing
  • Computer Science Applications
  • Control and Optimization

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