Corpus ID: 231709330

Generalized Damped Newton Algorithms in Nonsmooth Optimization with Applications to Lasso Problems

  title={Generalized Damped Newton Algorithms in Nonsmooth Optimization with Applications to Lasso Problems},
  author={P. D. Khanh and B. Mordukhovich and Vo Thanh Phat and D. Tran},
The paper proposes and develops new globally convergent algorithms of the generalized damped Newton type for solving important classes of nonsmooth optimization problems. These algorithms are based on the theory and calculations of second-order subdifferentials of nonsmooth functions with employing the machinery of second-order variational analysis and generalized differentiation. First we develop a globally superlinearly convergent damped Newton-type algorithm for the class of continuously… Expand

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