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Showing 1 to 2 of 2 for “"Moreau Envelope"”.
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Improved Complexity Analysis for the Proximal Bundle Algorithm Under a Novel Perspective
… of the PBA as a Frank-Wolfe algorithm on the Moreau envelope of the dual problem. In light of this correspondence, we first extend the linear convergence of Kelley's method on convex piecewise linear functions from the positive homogeneous to the general case. Building on this result, we …
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Structured Sparsity Promoting Functions: Theory and Applications
… convex sparsity promoting functions and their Moreau envelopes. Properties of these functions are developed by leveraging their structure. In particular, we show that the behavior of the constructed function can be easily controlled by assumptions on the original convex function. We provide …