Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/288442 
Year of Publication: 
2020
Citation: 
[Journal:] Computational Optimization and Applications [ISSN:] 1573-2894 [Volume:] 78 [Issue:] 2 [Publisher:] Springer US [Place:] New York, NY [Year:] 2020 [Pages:] 377-410
Publisher: 
Springer US, New York, NY
Abstract: 
Optimization problems with composite functions consist of an objective function which is the sum of a smooth and a (convex) nonsmooth term. This particular structure is exploited by the class of proximal gradient methods and some of their generalizations like proximal Newton and quasi-Newton methods. The current literature on these classes of methods almost exclusively considers the case where also the smooth term is convex. Here we present a globalized proximal Newton-type method which allows the smooth term to be nonconvex. The method is shown to have nice global and local convergence properties, and some numerical results indicate that this method is very promising also from a practical point of view.
Subjects: 
Optimization
Operations Research, Management Science
Operations Research/Decision Theory
Statistics, general
Convex and Discrete Geometry
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by Logo
Document Type: 
Article
Document Version: 
Published Version

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