Convergence analysis of a proximal Newton method

Z. Wei; Liqun Qi

doi:10.1080/01630569608816705

Convergence analysis of a proximal Newton method

Z. Wei, Liqun Qi

Research output: Journal article publication › Journal article › Academic research › peer-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 language	English
Pages (from-to)	463-472
Number of pages	10
Journal	Numerical Functional Analysis and Optimization
Volume	17
Issue number	3-4
DOIs	https://doi.org/10.1080/01630569608816705
Publication status	Published - 1 Jan 1996
Externally published	Yes

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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10.1080/01630569608816705

Cite this

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AB - 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.

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KW - Proximal Newton method

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Convergence analysis of a proximal Newton method

Abstract

Keywords

ASJC Scopus subject areas

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