题名 | A globally convergent proximal Newton-type method in nonsmooth convex optimization |
作者 | |
通讯作者 | Mordukhovich,Boris S.; Zhang,Jin |
发表日期 | 2022
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DOI | |
发表期刊 | |
ISSN | 0025-5610
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EISSN | 1436-4646
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卷号 | 198期号:1页码:899-936 |
摘要 | The paper proposes and justifies a new algorithm of the proximal Newton type to solve a broad class of nonsmooth composite convex optimization problems without strong convexity assumptions. Based on advanced notions and techniques of variational analysis, we establish implementable results on the global convergence of the proposed algorithm as well as its local convergence with superlinear and quadratic rates. For certain structured problems, the obtained local convergence conditions do not require the local Lipschitz continuity of the corresponding Hessian mappings that is a crucial assumption used in the literature to ensure a superlinear convergence of other algorithms of the proximal Newton type. The conducted numerical experiments of solving the l regularized logistic regression model illustrate the possibility of applying the proposed algorithm to deal with practically important problems. |
关键词 | |
相关链接 | [Scopus记录] |
收录类别 | |
语种 | 英语
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学校署名 | 通讯
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资助项目 | USA National Science Foundation["DMS-1512846","DMS-1808978"]
; USA Air Force Office of Scientific Research[15RT04]
; Australian Research Council[DP-190100555]
; Hong Kong Research Grants Council[12302318]
; National Science Foundation of China[11971220]
; Shenzhen Science and Technology Program[RCYX20200714114700072]
; Stable Support Plan Program of Shenzhen Natural Science Fund[20200925152128002]
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WOS研究方向 | Computer Science
; Operations Research & Management Science
; Mathematics
|
WOS类目 | Computer Science, Software Engineering
; Operations Research & Management Science
; Mathematics, Applied
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WOS记录号 | WOS:000771841900001
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出版者 | |
EI入藏号 | 20221311845743
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EI主题词 | Convex optimization
; Machine learning
; Regression analysis
; Variational techniques
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EI分类号 | Calculus:921.2
; Numerical Methods:921.6
; Mathematical Statistics:922.2
|
ESI学科分类 | COMPUTER SCIENCE
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Scopus记录号 | 2-s2.0-85126901514
|
来源库 | Scopus
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引用统计 |
被引频次[WOS]:13
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成果类型 | 期刊论文 |
条目标识符 | //www.snoollab.com/handle/2SGJ60CL/327808 |
专题 | 理学院_数学系 深圳国家应用数学中心 |
作者单位 | 1.Department of Mathematics,Wayne State University,Detroit,MI,United States 2.Department of Mathematics,The University of Hong Kong,Hong Kong 3.Department of Mathematics and Statistics,University of Victoria,Victoria,Canada 4.Department of Mathematics,Southern University of Science and Technology,National Center for Applied Mathematics Shenzhen,Shenzhen,518055,China |
通讯作者单位 | 数学系; 深圳国家应用数学中心 |
推荐引用方式 GB/T 7714 |
Mordukhovich,Boris S.,Yuan,Xiaoming,Zeng,Shangzhi,et al. A globally convergent proximal Newton-type method in nonsmooth convex optimization[J]. MATHEMATICAL PROGRAMMING,2022,198(1):899-936.
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APA |
Mordukhovich,Boris S.,Yuan,Xiaoming,Zeng,Shangzhi,&Zhang,Jin.(2022).A globally convergent proximal Newton-type method in nonsmooth convex optimization.MATHEMATICAL PROGRAMMING,198(1),899-936.
|
MLA |
Mordukhovich,Boris S.,et al."A globally convergent proximal Newton-type method in nonsmooth convex optimization".MATHEMATICAL PROGRAMMING 198.1(2022):899-936.
|
条目包含的文件 | 条目无相关文件。 |
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