An introduction to continuous optimization for imaging

A Chambolle, T Pock - Acta Numerica, 2016 - cambridge.org
A large number of imaging problems reduce to the optimization of a cost function, with
typical structural properties. The aim of this paper is to describe the state of the art in …

Proximal algorithms

N Parikh, S Boyd - Foundations and trends® in Optimization, 2014 - nowpublishers.com
This monograph is about a class of optimization algorithms called proximal algorithms. Much
like Newton's method is a standard tool for solving unconstrained smooth optimization …

[图书][B] Numerical optimization: theoretical and practical aspects

JF Bonnans, JC Gilbert, C Lemaréchal… - 2006 - books.google.com
Just as in its 1st edition, this book starts with illustrations of the ubiquitous character of
optimization, and describes numerical algorithms in a tutorial way. It covers fundamental …

Nonsmooth optimization via quasi-Newton methods

AS Lewis, ML Overton - Mathematical Programming, 2013 - Springer
We investigate the behavior of quasi-Newton algorithms applied to minimize a nonsmooth
function f, not necessarily convex. We introduce an inexact line search that generates a …

The developments of proximal point algorithms

XJ Cai, K Guo, F Jiang, K Wang, ZM Wu… - Journal of the Operations …, 2022 - Springer
The problem of finding a zero point of a maximal monotone operator plays a central role in
modeling many application problems arising from various fields, and the proximal point …

Variable metric forward–backward algorithm for minimizing the sum of a differentiable function and a convex function

E Chouzenoux, JC Pesquet, A Repetti - Journal of Optimization Theory and …, 2014 - Springer
We consider the minimization of a function G defined on R^N, which is the sum of a (not
necessarily convex) differentiable function and a (not necessarily differentiable) convex …

[图书][B] Nondifferentiable optimization and polynomial problems

NZ Shor - 2013 - books.google.com
Polynomial extremal problems (PEP) constitute one of the most important subclasses of
nonlinear programming models. Their distinctive feature is that an objective function and …

Forcing strong convergence of proximal point iterations in a Hilbert space

MV Solodov, BF Svaiter - Mathematical Programming, 2000 - Springer
This paper concerns with convergence properties of the classical proximal point algorithm
for finding zeroes of maximal monotone operators in an infinite-dimensional Hilbert space. It …

Practical aspects of the Moreau--Yosida regularization: Theoretical preliminaries

C Lemaréchal, C Sagastizábal - SIAM journal on optimization, 1997 - SIAM
When computing the infimal convolution of a convex function f with the squared norm, the so-
called Moreau--Yosida regularization of f is obtained. Among other things, this function has a …

Variable metric forward–backward splitting with applications to monotone inclusions in duality

PL Combettes, BC Vũ - Optimization, 2014 - Taylor & Francis
We propose a variable metric forward–backward splitting algorithm and prove its
convergence in real Hilbert spaces. We then use this framework to derive primal-dual …