We introduce a variant of the proximal gradient method in which the quadratic term is diagonal but may be indefinite, and is safeguarded by a trust region.
...
Aleksandr Aravkin, Robert Baraldi, Geoffroy Leconte, and Dominique Orban
The purpose of the present note is to bring clarifications to certain concepts and
surrounding notation of Aravkin et al. (2022). All results therein contin...
share
