Regularized Newton method for unconstrained convex optimization.
Roman A. PolyakPublished in: Math. Program. (2009)
Keyphrases
- convex optimization
- newton method
- regularized least squares
- variational inequalities
- primal dual
- convergence analysis
- interior point methods
- sparse representation
- convex sets
- total variation
- linear equations
- regularization term
- low rank
- optimality conditions
- linear svm
- reproducing kernel hilbert space
- quadratic programming
- feature selection
- global convergence
- nonlinear programming
- least squares
- multiscale