A Stochastic Semismooth Newton Method for Nonsmooth Nonconvex Optimization.
Andre MilzarekXiantao XiaoShicong CenZaiwen WenMichael UlbrichPublished in: SIAM J. Optim. (2019)
Keyphrases
- newton method
- globally convergent
- variational inequalities
- nonlinear programming
- quasi newton
- optimality conditions
- convergence analysis
- superlinear convergence
- linear equations
- global convergence
- sensitivity analysis
- regularized least squares
- quadratic programming
- convex sets
- gauss newton
- fischer burmeister
- linear svm
- optimization problems
- nonlinear complementarity problem
- autocalibration
- nash equilibrium
- global optimization
- image restoration and reconstruction
- nonnegative matrix factorization
- fixed point
- optimization method
- primal dual
- convex optimization
- game theory
- logistic regression
- linear programming