A novel quasi-Newton method for composite convex minimization

• Main Authors: Chai, Woon Huei, Ho, Shen-Shyang, Quek, Hiok Chai
• Other Authors: School of Computer Science and Engineering
• Format: Article
• Language: English
• Published: 2022
• Subjects: Engineering::Computer science and engineering; Proximal Mapping; Quasi-Newton
• Online Access: https://hdl.handle.net/10356/161093
• Institution: Nanyang Technological University

A fast parallelable Jacobi iteration type optimization method for non-smooth convex composite optimization is presented. Traditional gradient-based techniques cannot solve the problem. Smooth approximate functions are attempted to be used as a replacement of those non-smooth terms without compromisi...