Nonsmooth optimization using Taylor-like models: error bounds, convergence, and termination criteria

11 Oct 2016 Drusvyatskiy Dmitriy Ioffe Alexander D. Lewis Adrian S.

We consider optimization algorithms that successively minimize simple Taylor-like models of the objective function. Methods of Gauss-Newton type for minimizing the composition of a convex function and a smooth map are common examples... (read more)

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  • OPTIMIZATION AND CONTROL