Accelerated Quasi-Newton Proximal Extragradient: Faster Rate for Smooth
Convex OptimizationNeural Information Processing Systems (NeurIPS), 2023 |
One-Step Estimation With Scaled Proximal MethodsMathematics of Operations Research (MOR), 2020 |
An Inexact Variable Metric Proximal Point Algorithm for Generic
Quasi-Newton AccelerationSIAM Journal on Optimization (SIAM J. Optim.), 2016 |
Proximal Quasi-Newton for Computationally Intensive L1-regularized
M-estimatorsNeural Information Processing Systems (NeurIPS), 2014 |
Fused Multiple Graphical LassoSIAM Journal on Optimization (SIOPT), 2012 |