A Gauss-Newton method for convex composite optimization.
James V. BurkeMichael C. FerrisPublished in: Math. Program. (1995)
Keyphrases
- newton method
- globally convergent
- quasi newton
- strictly convex
- quadratic programming
- feasible set
- global convergence
- convergence analysis
- variational inequalities
- linear equations
- optimization problems
- optimization methods
- regularized least squares
- optimality conditions
- online convex optimization
- convex hull
- optimization method
- linear svm
- optimization algorithm
- convergence rate
- training samples
- objective function