Convergence of quasi-Newton method with new inexact line search
نویسندگان
چکیده
منابع مشابه
Practical inexact proximal quasi-Newton method with global complexity analysis
Recently several methods were proposed for sparse optimization which make careful use of second-order information [11, 34, 20, 4] to improve local convergence rates. These methods construct a composite quadratic approximation using Hessian information, optimize this approximation using a first-order method, such as coordinate descent and employ a line search to ensure sufficient descent. Here w...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2006
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2005.05.077