relation: http://eprints.imtlucca.it/2225/
title: Forward-backward truncated Newton methods for convex composite optimization
creator: Patrinos, Panagiotis
creator: Stella, Lorenzo
creator: Bemporad, Alberto
subject: QA75 Electronic computers. Computer science
description: This paper proposes two proximal Newton-CG methods for convex nonsmooth optimization problems in composite form. The algorithms are based on a a reformulation of the original nonsmooth problem as the unconstrained minimization of a continuously differentiable function, namely the forward-backward envelope (FBE). The first algorithm is based on a standard line search strategy, whereas the second one combines the global efficiency estimates of the corresponding first-order methods, while achieving fast asymptotic convergence rates. Furthermore, they are computationally attractive since each Newton iteration requires the approximate solution of a linear system of usually small dimension. 
publisher: ArXiv
date: 2014
type: Working Paper
type: NonPeerReviewed
identifier:   Patrinos, Panagiotis and Stella, Lorenzo and Bemporad, Alberto  Forward-backward truncated Newton methods for convex composite optimization.  Working Paper  # /2014    ArXiv       (Unpublished)   
relation: http://arxiv.org/abs/1402.6655