Alberto Bemporad

Self-concordant Smoothing for Convex Composite Optimization

  • Adeyemi D. Adeoye
  • Alberto Bemporad
    • Categories Convex Optimization, Nonsmooth Optimization Tags , , , , , , ,

    \(\) We introduce the notion of self-concordant smoothing for minimizing the sum of two convex functions: the first is smooth and the second may be nonsmooth. Our framework results naturally from the smoothing approximation technique referred to as partial smoothing in which only a part of the nonsmooth function is smoothed. The key highlight of … Read more

    Forward-backward truncated Newton methods for convex composite optimization

  • Alberto Bemporad
  • Lorenzo Stella
  • Panagiotis Patrinos
    • Categories Convex Optimization, Nonsmooth Optimization Tags , , , , ,

    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 … Read more