A Proximal Quasi-Newton Trust-Region Method for Nonsmooth Regularized Optimization.

Aleksandr Y. Aravkin Robert Baraldi Dominique Orban

Published in: SIAM J. Optim. (2022)

Keyphrases

newton method
quasi newton
trust region
optimization method
line search
regularized least squares
objective function
convergence analysis
optimization algorithm
combinatorial optimization
dynamic programming
quadratic programming
optimization methods
step size
convergence rate
energy function
optimality conditions