An inexact successive quadratic approximation method for L-1 regularized optimization

We study a Newton-like method for the minimization of an objective function ϕ that is the sum of a smooth function and an ℓ 1 regularization term. This method, which is sometimes referred to in the literature as a proximal Newton method, computes a step by minimizing a piecewise quadratic model q k...

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Veröffentlicht in:Mathematical programming 2016-06, Vol.157 (2), p.375-396
Hauptverfasser: Byrd, Richard H., Nocedal, Jorge, Oztoprak, Figen
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Sprache:eng
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