中文版 | English
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
DOI
发表期刊
ISSN
0025-5610
EISSN
1436-4646
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
SCI ; EI
语种
英语
学校署名
通讯
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]
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
WOS记录号
WOS:000771841900001
出版者
EI入藏号
20221311845743
EI主题词
Convex optimization ; Machine learning ; Regression analysis ; Variational techniques
EI分类号
Calculus:921.2 ; Numerical Methods:921.6 ; Mathematical Statistics:922.2
ESI学科分类
COMPUTER SCIENCE
Scopus记录号
2-s2.0-85126901514
来源库
Scopus
引用统计
被引频次[WOS]:13
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.
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.
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