Year: 2018
Type: preprint
Abstract: We consider descent methods for solving non-finite valued nonsmooth convex-composite optimization problems that employ Gauss-Newton subproblems to determine the iteration update. Specifically, we establish the global convergence properties for descent methods that use a backtracking line search, a weak Wolfe line search, or a trust-region update. All of these approaches are designed to exploit the structure associated with convex-composite problems.
Source: arXiv (Cornell University)
Authors: Burke, James V., Engle, Abraham
Institution: University of Washington
Language: English
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2973098891