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Primal-Dual Active-Set Methods for Isotonic Regression and Trend Filtering., and . CoRR, (2015)Incremental quasi-Newton algorithms for solving a nonconvex, nonsmooth, finite-sum optimization problem., and . Optim. Methods Softw., 39 (2): 345-367 (2024)Adaptive augmented Lagrangian methods: algorithms and practical numerical experience., , , and . Optim. Methods Softw., 31 (1): 157-186 (2016)A BFGS-SQP method for nonsmooth, nonconvex, constrained optimization and its evaluation using relative minimization profiles., , and . Optim. Methods Softw., 32 (1): 148-181 (2017)A Stochastic Trust Region Algorithm Based on Careful Step Normalization., , and . INFORMS J. Optim., 1 (3): 200-220 (July 2019)A Self-Correcting Variable-Metric Algorithm for Stochastic Optimization.. ICML, volume 48 of JMLR Workshop and Conference Proceedings, page 632-641. JMLR.org, (2016)FaRSA for ℓ1-regularized convex optimization: local convergence and numerical experience., , and . Optim. Methods Softw., 33 (2): 396-415 (2018)A penalty-interior-point algorithm for nonlinear constrained optimization.. Math. Program. Comput., 4 (2): 181-209 (2012)Optimization Methods for Large-Scale Machine Learning, , and . SIAM Review, 60 (2): 223--311 (Jan 8, 2018)A Variance-Reduced and Stabilized Proximal Stochastic Gradient Method with Support Identification Guarantees for Structured Optimization., , , and . AISTATS, volume 206 of Proceedings of Machine Learning Research, page 5107-5133. PMLR, (2023)