Variable metric inexact line-search based methods for nonsmooth optimization

SIAM JOURNAL ON OPTIMIZATION, pp. 891-921, 2016.

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Abstract:

We develop a new proximal-gradient method for minimizing the sum of a differentiable, possibly nonconvex, function plus a convex, possibly nondifferentiable, function. The key features of the proposed method are the definition of a suitable descent direction, based on the proximal operator associated to the convex part of the objective fu...More

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