A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization.
Minghan YangAndre MilzarekZaiwen WenTong ZhangPublished in: Math. Program. (2022)
Keyphrases
- image restoration and reconstruction
- quasi newton method
- globally convergent
- optimization problems
- quasi newton
- global optimization
- objective function
- newton method
- nonlinear programming
- mathematical programming
- global convergence
- optimization algorithm
- markov random field
- optimization methods
- convex functions
- optimization method
- variational inequalities
- limited memory
- bayesian networks
- dynamical systems
- convergence analysis
- optimization procedure
- hyperplane
- convex optimization