# 19 Proximal Newton Method

이번 장에서는 **Proximal Newton Method**과 **Proximal quasi-Newton method**, **Projected Newton method**에 대해서 살펴보도록 하겠다.

#### 참고 논문

Proximal Newton method:

- J. Friedman and T. Hastie and R. Tibshirani (2009), “Regularization paths for generalized linear models via coordinate descent”
- C.J. Hsiesh and M.A. Sustik and I. Dhillon and P. Ravikumar (2011), “Sparse inverse covariance matrix estimation using quadratic approximation”
- M. Patriksson (1998), “Cost approximation: a unified framework of descent algorithms for nonlinear programs”
- J. Lee and Y. Sun and M. Saunders (2014), “Proximal Newton-type methods for minimizing composite functions”
- P. Tseng and S. Yun (2009), “A coordinate gradient descent method for nonsmooth separable minimization”

Projected Newton method:

- A. Barbero and S. Sra (2011), “Fast Newton-type methods for total variation regularization”
- D. Bertsekas (1982), “Projected Newton methods for optimization problems with simple constraints”
- D. Kim and S. Sra. and I. Dhillon (2010), “Tackling box-constrained optimization via a new projected quasi-Newton approach”
- M. Schmidt and D. Kim and S. Sra (2011), “Projected Newton-type methods in machine learning”