Related papers: A convergence framework for inexact nonconvex and …
Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function so that along the iterations the objective function decreases. Such a simple principle allows to solve a large…
In this paper, we propose an inexact block coordinate descent algorithm for large-scale nonsmooth nonconvex optimization problems. At each iteration, a particular block variable is selected and updated by inexactly solving the original…
In this paper, we focus on the problem of minimizing the sum of a nonconvex differentiable function and a DC (Difference of Convex functions) function, where the differentiable function is not restricted to the global Lipschitz gradient…
In this paper, we consider a class of structured nonconvex nonsmooth optimization problems, in which the objective function is formed by the sum of a possibly nonsmooth nonconvex function and a differentiable function whose gradient is…
We investigate the convergence of a forward-backward-forward proximal-type algorithm with inertial and memory effects when minimizing the sum of a nonsmooth function with a smooth one in the absence of convexity. The convergence is obtained…
We propose a new asynchronous parallel block-descent algorithmic framework for the minimization of the sum of a smooth nonconvex function and a nonsmooth convex one, subject to both convex and nonconvex constraints. The proposed framework…
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…
We propose a proximal algorithm for minimizing objective functions consisting of three summands: the composition of a nonsmooth function with a linear operator, another nonsmooth function, each of the nonsmooth summands depending on an…
In this paper, we consider nonconvex optimization problems with nonsmooth nonconvex objective function and nonlinear equality constraints. We assume that both the objective function and the functional constraints can be separated into 2…
Gradient descent methods are fundamental first-order optimization algorithms in both Euclidean spaces and Riemannian manifolds. However, the exact gradient is not readily available in many scenarios. This paper proposes a novel inexact…
We study the convergence properties of an alternating proximal minimization algorithm for nonconvex structured functions of the type: $L(x,y)=f(x)+Q(x,y)+g(y)$, where $f:\R^n\rightarrow\R\cup{+\infty}$ and $g:\R^m\rightarrow\R\cup{+\infty}$…
We consider a general class of regression models with normally distributed covariates, and the associated nonconvex problem of fitting these models from data. We develop a general recipe for analyzing the convergence of iterative algorithms…
This paper focuses on investigating an inexact stochastic model-based optimization algorithm that integrates preconditioning techniques for solving stochastic composite optimization problems. The proposed framework unifies and extends the…
The classical Krasnoselskii-Mann iteration is broadly used for approximating fixed points of nonexpansive operators. To accelerate the convergence of the Krasnoselskii-Mann iteration, the inertial methods were received much attention in…
We consider an extension of the Newton-MR algorithm for nonconvex unconstrained optimization to the settings where Hessian information is approximated. Under a particular noise model on the Hessian matrix, we investigate the iteration and…
We develop and analyze an inexact regularized alternating projection method for nonconvex feasibility problems. Such a method employs inexact projections on one of the two sets, according to a set of well-defined conditions. We prove the…
In this paper we present an inexact zeroth-order method suitable for the solution nonsmooth and nonconvex stochastic composite optimization problems, in which the objective is split into a real-valued Lipschitz continuous stochastic…
This work extends the iterative framework proposed by Attouch et al. (in Math. Program. 137: 91-129, 2013) for minimizing a nonconvex and nonsmooth function $\Phi$ so that the generated sequence possesses a Q-superlinear convergence rate.…
Majorization-minimization schemes are a broad class of iterative methods targeting general optimization problems, including nonconvex, nonsmooth and stochastic. These algorithms minimize successively a sequence of upper bounds of the…
In convex optimization, continuous-time counterparts have been a fruitful tool for analyzing momentum algorithms. Fewer such examples are available when the function to minimize is non-convex. In several cases, discrepancies arise between…