infimal convolution

Self-concordant smoothing in proximal quasi-Newton algorithms for large-scale convex composite optimization

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

    We introduce a notion of self-concordant smoothing for minimizing the sum of two convex functions, one of which is smooth and the other nonsmooth. The key highlight is a natural property of the resulting problem’s structure that yields a variable metric selection method and a step length rule especially suited to proximal quasi-Newton algorithms. Also, … Read more

    Epi-convergent Smoothing with Applications to Convex Composite Functions

  • James V. Burke
  • Tim Hoheisel
    • Categories Convex and Nonsmooth Optimization, Nonlinear Optimization Tags , , , , , ,

    Smoothing methods have become part of the standard tool set for the study and solution of nondifferentiable and constrained optimization problems as well as a range of other variational and equilibrium problems. In this note we synthesize and extend recent results due to Beck and Teboulle on infimal convolution smoothing for convex functions with those … Read more