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We consider descent methods for solving non-finite valued nonsmooth convex-composite optimization problems that employ Gauss-Newton subproblems to determine the iteration update.
Convergence conditions for ascent methods
P. Wolfe · 1969
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Convergence conditions for ascent methods. ii: Some corrections
P. Wolfe · 1971
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Global convergence of trust region algorithms for nonsmooth optimization
Y. Yuan · 1983
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On the global convergence of trust region algorithms for unconstrained minimization
M. Powell · 1984
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Descent methods for composite nondifferentiable optimization problems
J. V. Burke · 1985
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Second order necessary and sufficient conditions for convex composite ndo
J. V. Burke · 1987
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A sequential quadratic programming method for potentially infeasible mathematical programs
J. V. Burke · 1989
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Optimality conditions for non-finite valued convex composite functions
J. V. Burke and R. Poliquin · 1992
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Variational analysis
R. T. Rockafellar and R. J.-B. Wets · 1998
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Numerical optimization
S. Wright and J. Nocedal · 1999
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Trust region methods
A. R. Conn, N. I. Gould, and P. L. Toint · 2000
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Active sets, nonsmoothness, and sensitivity
A. S. Lewis · 2002
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Sparse/robust estimation and kalman smoothing with nonsmooth log-concave densities: Modeling, computation, and theory
A. Aravkin, J. Burke, and G. Pillonetto · 2013
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Nonsmooth optimization via quasi-newton methods
A. S. Lewis and M. L. Overton · 2013
Cited alongside, same era.
Convex analysis
Efficiency of minimizing compositions of convex functions and smooth maps
D. Drusvyatskiy and C. Paquette · 2016
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A proximal method for composite minimization
A. S. Lewis and S. J. Wright · 2016
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The nonsmooth landscape of phase retrieval
D. Davis, D. Drusvyatskiy, and C. Paquette · 2017
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Solving (most) of a set of quadratic equalities: Composite optimization for robust phase retrieval
J. C. Duchi and F. Ruan · 2017
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J. V. Burke and A. Engle · 2018
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R. T. Rockafellar · 2015
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Error bounds, quadratic growth, and linear convergence of proximal methods
D. Drusvyatskiy and A. S. Lewis · 2018
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Complexity analysis of second-order line-search algorithms for smooth nonconvex optimization
C. W. Royer and S. J. Wright · 2018
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