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Nonsmooth Newton methods with effective subspaces for polyhedral regularization

Nghia, Tran T. A. et al.
arXiv (OAI Expanded) · Papers
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optimization-and-control
We propose several new nonsmooth Newton methods for solving convex composite optimization problems with polyhedral regularizers, while avoiding the computation of complicated second-order information on these functions. Under the tilt-stability condition at the optimal solution, these methods achiev
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