Majorizing Functions and Convergence of the Gauss--Newton Method for Convex Composite Optimization.
Chong LiKung Fu NgPublished in: SIAM J. Optim. (2007)
Keyphrases
- newton method
- globally convergent
- quasi newton
- global convergence
- convergence analysis
- strictly convex
- superlinear convergence
- feasible set
- variational inequalities
- optimality conditions
- regularized least squares
- linear equations
- quadratic programming
- convergence rate
- online convex optimization
- linear svm
- nonlinear programming
- optimization methods
- global optimum
- line search
- optimization method
- nonnegative matrix factorization
- optimal solution
- cost function
- optimization problems
- sensitivity analysis
- convex optimization
- convex sets
- genetic algorithm