Hongzhou Lin, Julien Mairal, Zaid Harchaoui. An Inexact Variable Metric Proximal Point Algorithm for Generic Quasi-Newton Acceleration.
SIAM Journal on Optimization, Society for Industrial and Applied Mathematics, 2019, 29 (2), pp.1408-1443.
⟨10.1137/17M1125157⟩.
⟨hal-01376079v4⟩