Convergence analysis of a proximal newton method1
Zhaoying Wei, L. Ql · Numerical Functional Analysis and Optimization · 1996
Recently Fukushima and Qi proposed a proximal Newton method for minimizating a nonsmooth convex function. An alternative global convergence proof for that method is presented in this paper. Global convergence was established without any additional assumption on the objective function. We also show that the infimum of a convex function is always equal to the infimun of its Moreau—Yosida regularization