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PROXIMAL NEWTON-TYPE METHODS FOR MINIMIZING COMPOSITE FUNCTIONS
convex optimization nonsmooth optimization
2015/7/3
We generalize Newton-type methods for minimizing smooth functions to handle a
sum of two convex functions: a smooth function and a nonsmooth function with a simple proximal mapping.
Estimating composite functions by model selection
Curve estimation model selection composite functions
2011/3/21
We consider the problem of estimating a function $s$ on $[-1,1]^{k}$ for large values of $k$ by looking for some best approximation by composite functions of the form $g\circ u$. Our solution is based...