A globally convergent proximal Newton-type method in nonsmooth convex optimization
Boris S. Mordukhovich, Xiaoming Yuan, Shangzhi Zeng, Jin Zhang
Topics & Concepts
Hessian matrixMathematicsLipschitz continuityLocal convergenceConvexityConvergence (economics)Quadratic equationMathematical optimizationType (biology)Applied mathematicsConvex optimizationNewton's methodRate of convergenceNumerical analysisOptimization problemRegular polygonNonlinear systemIterative methodComputer scienceMathematical analysisPhysicsBiologyComputer networkEconomicsEcologyEconomic growthFinancial economicsQuantum mechanicsChannel (broadcasting)GeometrySparse and Compressive Sensing TechniquesOptimization and Variational AnalysisAdvanced Optimization Algorithms Research