A globally convergent LP-Newton method for piecewise smooth constrained equations: escaping nonstationary accumulation points.
Andreas FischerMarkus HerrichAlexey F. IzmailovWladimir ScheckMikhail V. SolodovPublished in: Comput. Optim. Appl. (2018)
Keyphrases
- globally convergent
- newton method
- linear equations
- convergence analysis
- variational inequalities
- quadratic programming
- regularized least squares
- autocalibration
- optimality conditions
- linear programming
- global convergence
- linear svm
- linear program
- data points
- nonnegative matrix factorization
- nonlinear programming
- convex hull
- primal dual
- logistic regression
- objective function
- finite number
- training set