Active‐Set Newton Methods and Partial Smoothness
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Abstract
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DOI: 10.1287/moor.2020.1075
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References listed on IDEAS
- A. F. Izmailov & M. V. Solodov, 2015. "Newton-Type Methods: A Broader View," Journal of Optimization Theory and Applications, Springer, vol. 164(2), pages 577-620, February.
- Samuel Vaiter & Charles Deledalle & Jalal Fadili & Gabriel Peyré & Charles Dossal, 2017. "The degrees of freedom of partly smooth regularizers," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(4), pages 791-832, August.
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Keywords
90C31; 49M05; 65K10; Primary: programming: nondifferentiable; secondary: mathematics: systems solution; partial smoothness; active set identification; variational inequality;All these keywords.
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