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Related papers: Splitting methods with variable metric for KL func…

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This paper shows that error bounds can be used as effective tools for deriving complexity results for first-order descent methods in convex minimization. In a first stage, this objective led us to revisit the interplay between error bounds…

Optimization and Control · Mathematics 2016-07-21 Jérôme Bolte , Trong Phong Nguyen , Juan Peypouquet , Bruce Suter

In this paper, we study the Kurdyka-{\L}ojasiewicz (KL) exponent, an important quantity for analyzing the convergence rate of first-order methods. Specifically, we develop various calculus rules to deduce the KL exponent of new (possibly…

Optimization and Control · Mathematics 2021-08-31 Guoyin Li , Ting Kei Pong

Many inverse problems are phrased as optimization problems in which the objective function is the sum of a data-fidelity term and a regularization. Often, the Hessian of the fidelity term is computationally unavailable while the Hessian of…

Optimization and Control · Mathematics 2024-03-12 Florian Mannel , Hari Om Aggrawal , Jan Modersitzki

Kurdyka-Lojasiewicz (KL) exponent plays an important role in estimating the convergence rate of many contemporary first-order methods. In particular, a KL exponent of $\frac12$ for a suitable potential function is related to local linear…

Optimization and Control · Mathematics 2021-01-14 Peiran Yu , Guoyin Li , Ting Kei Pong

The forward-backward splitting algorithm is a popular operator-splitting method for solving monotone inclusion of the sum of a maximal monotone operator and a cocoercive operator. In this paper, we present a new convergence analysis of a…

Functional Analysis · Mathematics 2019-08-30 Fuying Cui , Yuchao Tang , Chuanxi Zhu

We investigate an inertial algorithm of gradient type in connection with the minimization of a nonconvex differentiable function. The algorithm is formulated in the spirit of Nesterov's accelerated convex gradient method. We show that the…

Functional Analysis · Mathematics 2018-11-26 Szilárd Csaba László

We address the minimization of the sum of a proper, convex and lower semicontinuous with a (possibly nonconvex) smooth function from the perspective of an implicit dynamical system of forward-backward type. The latter is formulated by means…

Optimization and Control · Mathematics 2015-07-07 Radu Ioan Bot , Ernö Robert Csetnek

In this paper, we study the D-gap function associated with a nonsmooth and nonmonotone variational inequality problem. We present some exact formulas for the subderivative, the regular subdifferential set, and the limiting subdifferential…

Optimization and Control · Mathematics 2022-12-07 M. H. Li , K. W. Meng , X. Q. Yang

This paper proposes and develops inexact proximal methods for finding stationary points of the sum of a smooth function and a nonsmooth weakly convex one, where an error is present in the calculation of the proximal mapping of the nonsmooth…

Optimization and Control · Mathematics 2023-08-07 Pham Duy Khanh , Boris Mordukhovich , Vo Thanh Phat , Dat Ba Tran

We investigate an inertial algorithm of gradient type in connection with the minimization of a nonconvex differentiable function. The algorithm is formulated in the spirit of Nesterov's accelerated convex gradient method. We prove some…

Functional Analysis · Mathematics 2020-02-11 Szilárd Csaba László

We incorporate an iteratively reweighted strategy in the manifold proximal point algorithm (ManPPA) in [12] to solve an enhanced sparsity inducing model for identifying sparse yet nonzero vectors in a given subspace. We establish the global…

Optimization and Control · Mathematics 2025-02-11 Peiran Yu , Liaoyuan Zeng , Ting Kei Pong

We study the variable metric forward-backward splitting algorithm for convex minimization problems without the standard assumption of the Lipschitz continuity of the gradient. In this setting, we prove that, by requiring only mild…

Optimization and Control · Mathematics 2017-05-02 Saverio Salzo

We propose a Bregman inertial forward-reflected-backward (BiFRB) method for nonconvex composite problems. Our analysis relies on a novel approach that imposes general conditions on implicit merit function parameters, which yields a stepsize…

Optimization and Control · Mathematics 2022-07-05 Xianfu Wang , Ziyuan Wang

Cubic-regularized Newton's method (CR) is a popular algorithm that guarantees to produce a second-order stationary solution for solving nonconvex optimization problems. However, existing understandings of the convergence rate of CR are…

Optimization and Control · Mathematics 2018-08-23 Yi Zhou , Zhe Wang , Yingbin Liang

In this paper, we first study nonsmooth steepest descent method for nonsmooth functions defined on Hilbert space and establish the corresponding algorithm by proximal subgradients. Then, we use this algorithm to find stationary points for…

Optimization and Control · Mathematics 2015-02-25 Zhou Wei , Qing Hai He

This paper concerns the minimization of the composition of a nonsmooth convex function and a $\mathcal{C}^{1,1}$ mapping $F$ over a $\mathcal{C}^2$-smooth embedded closed submanifold $\mathcal{M}$. For this class of nonconvex and nonsmooth…

Optimization and Control · Mathematics 2026-05-12 Hao He , Ruyu Liu , Yitian Qian , Shaohua Pan

Stochastic differentiable approximation schemes are widely used for solving high dimensional problems. Most of existing methods satisfy some desirable properties, including conditional descent inequalities, and almost sure (a.s.)…

Optimization and Control · Mathematics 2024-11-08 Jean-Baptiste Fest , Audrey Repetti , Emilie Chouzenoux

In view of solving nonsmooth and nonconvex problems involving complex constraints (like standard NLP problems), we study general maximization-minimization procedures produced by families of strongly convex sub-problems. Using techniques…

Optimization and Control · Mathematics 2015-03-31 Jérôme Bolte , Edouard Pauwels

Alternating projection method has been used in a wide range of engineering applications since it is a gradient-free method (without requiring tuning the step size) and usually has fast speed of convergence. In this paper, we formalize two…

Optimization and Control · Mathematics 2019-07-23 Zhihui Zhu , Xiao Li

In this paper we present a variant of the proximal forward-backward splitting iteration for solving nonsmooth optimization problems in Hilbert spaces, when the objective function is the sum of two nondifferentiable convex functions. The…

Optimization and Control · Mathematics 2016-01-13 Jose Yunier Bello Cruz