Descentwise inexact proximal algorithms for smooth optimization
نویسندگان
چکیده
منابع مشابه
Descentwise inexact proximal algorithms for smooth optimization
The proximal method is a standard regularization approach in optimization. Practical implementations of this algorithm require (i) an algorithm to compute the proximal point, (ii) a rule to stop this algorithm, (iii) an update formula for the proximal parameter. In this work we focus on (ii), when smoothness is present – so that Newton-like methods can be used for (i): we aim at giving adequate...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2012
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-012-9461-3