TY  - JOUR
A1  - Kanzow, Christian
A1  - Lechner, Theresa
T1  - Globalized inexact proximal Newton-type methods for nonconvex composite functions
T2  - Computational Optimization and Applications
N2  - Optimization problems with composite functions consist of an objective function which is the sum of a smooth and a (convex) nonsmooth term. This particular structure is exploited by the class of proximal gradient methods and some of their generalizations like proximal Newton and quasi-Newton methods. The current literature on these classes of methods almost exclusively considers the case where also the smooth term is convex. Here we present a globalized proximal Newton-type method which allows the smooth term to be nonconvex. The method is shown to have nice global and local convergence properties, and some numerical results indicate that this method is very promising also from a practical point of view.
KW  - globalized proximal Newton-type method
KW  - nonconvex smooth term
Y1  - 2021
UR  - https://opus.bibliothek.uni-wuerzburg.de/frontdoor/index/index/docId/28371
UR  - https://nbn-resolving.org/urn:nbn:de:bvb:20-opus-283715
VL  - 78
IS  - 2
ER  -