We propose NAMA (Newton-type Alternating Minimization Algorithm) for solving structured nonsmooth convex optimization problems where the sum of two functions is to be minimized, one being strongly convex and the other composed with a linear mapping.
Mar 14, 2018
Newton-Type Alternating Minimization Algorithm for Convex Optimization
ieeexplore.ieee.org › document
Sep 26, 2018 · Abstract: We propose a Newton-type alternating minimization algorithm (NAMA) for solving structured nonsmooth convex optimization problems ...
Mar 14, 2018 · Abstract—We propose NAMA (Newton-type Alternating Min- imization Algorithm) for solving structured nonsmooth convex optimization problems ...
We propose a Newton-type alternating minimization algorithm (NAMA) for solving structured nonsmooth convex optimization problems where the sum of two ...
Mar 14, 2018 · The proposed algorithm is a line-search method over a continuous, real-valued, exact penalty function for the corresponding dual problem, which ...
Experiments show that using limited-memory directions in NAMA greatly improves the convergence speed over AMA and its accelerated variant, and the proposed ...
We propose a Newton-type alternating minimization algorithm (NAMA) for solving structured nonsmooth convex optimization problems where the sum of two functions ...
People also ask
What is alternating optimization?
What are the first order methods in convex optimization?
of alternating minimization by using any convex optimization algorithm to solve each sub-problem can be applied. In the rest of this paper we consider the ...
Jul 10, 2017 · Alternating minimization usually refers to a specific simple algorithm for minimizing a function of two variables (which can be vectors or ...
The present work discusses an alternating min- imization algorithm for solving NNMA problems where the approximation error is measured. Page 3. NON-NEGATIVE ...