Newton’s method is a basic tool in numerical analysis and numerous applications, including operations research and data mining. We survey the history of the method, its main ide...
We propose a relative optimization framework for quasi maximum likelihood blind deconvolution and the relative Newton method as its particular instance. Special Hessian structure a...
Alexander M. Bronstein, Michael M. Bronstein, Mich...
Abstract. We present a new “lifting” approach for the solution of nonlinear optimization problems (NLPs) that have objective and constraint functions with intermediate variable...
We extend the well-known BFGS quasi-Newton method and its memory-limited variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by ge...
In this paper, we present the Gauss-Newton method as a unified approach to optimizing non-linear noise compensation models, such as vector Taylor series (VTS), data-driven parall...