Accelerating inexact successive quadratic approximation for regularized optimization through manifold identification

For regularized optimization that minimizes the sum of a smooth term and a regularizer that promotes structured solutions, inexact proximal-Newton-type methods, or successive quadratic approximation (SQA) methods, are widely used for their superlinear convergence in terms of iterations. However, unl...

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Bibliographic Details
Published in:Mathematical programming Vol. 201; no. 1-2; pp. 599 - 633
Main Author: Lee, Ching-pei
Format: Journal Article
Language:English
Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.09.2023
Springer
Subjects:
ISSN:0025-5610, 1436-4646
Online Access:Get full text
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