A Family of Inexact SQA Methods for Non-Smooth Convex Minimization with Provable Convergence Guarantees Based on the Luo-Tseng Error Bound Property

Man-Chung Yue, Zirui Zhou, Anthony Man-Cho So

We propose a new family of inexact sequential quadratic approximation (SQA) methods, which we call the inexact regularized proximal Newton ($\text{IRPN}$) method, for minimizing…