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In this paper, we propose the approximate Bregman proximal gradient algorithm (ABPG) for solving composite nonconvex optimization problems. ABPG employs a new distance that approximates the Bregman distance, making the subproblem of ABPG…

Optimization and Control · Mathematics 2024-11-25 Shota Takahashi , Akiko Takeda

In this paper, we explore a specific optimization problem that involves the combination of a differentiable nonconvex function and a nondifferentiable function. The differentiable component lacks a global Lipschitz continuous gradient,…

Optimization and Control · Mathematics 2024-01-05 Qingsong Wang , Zehui Liu , Chunfeng Cui , Deren Han

The Bregman proximal gradient method (BPGM), which uses the Bregman distance as a proximity measure in the iterative scheme, has recently been re-developed for minimizing convex composite problems without the global Lipschitz gradient…

Optimization and Control · Mathematics 2025-04-16 Lei Yang , Kim-Chuan Toh

In this paper, we consider a class of nonsmooth nonconvex optimization problems whose objective is the sum of a block relative smooth function and a proper and lower semicontinuous block separable function. Although the analysis of block…

Optimization and Control · Mathematics 2022-04-27 Le Thi Khanh Hien , Duy Nhat Phan , Nicolas Gillis , Masoud Ahookhosh , Panagiotis Patrinos

In this paper, we consider an accelerated method for solving nonconvex and nonsmooth minimization problems. We propose a Bregman Proximal Gradient algorithm with extrapolation(BPGe). This algorithm extends and accelerates the Bregman…

Optimization and Control · Mathematics 2019-04-26 Xiaoya Zhang , Roberto Barrio , M. Angeles Martinez , Hao Jiang , Lizhi Cheng

A typical assumption for the analysis of first order optimization methods is the Lipschitz continuity of the gradient of the objective function. However, for many practical applications this assumption is violated, including loss functions…

Optimization and Control · Mathematics 2019-10-10 Mahesh Chandra Mukkamala , Felix Westerkamp , Emanuel Laude , Daniel Cremers , Peter Ochs

We introduce and analyze BPALM and A-BPALM, two multi-block proximal alternating linearized minimization algorithms using Bregman distances for solving structured nonconvex problems. The objective function is the sum of a multi-block…

Optimization and Control · Mathematics 2021-12-20 Masoud Ahookhosh , Le Thi Khanh Hien , Nicolas Gillis , Panagiotis Patrinos

We develop a new variational approach on level sets aiming towards convergence rate analysis of a variable Bregman proximal gradient (VBPG) method for a broad class of nonsmooth and nonconvex optimization problems. With this new approach,…

Optimization and Control · Mathematics 2019-09-05 Daoli Zhu , Sien Deng

A novel approach to Boolean matrix factorization (BMF) is presented. Instead of solving the BMF problem directly, this approach solves a nonnegative optimization problem with the constraint over an auxiliary matrix whose Boolean structure…

Data Structures and Algorithms · Computer Science 2021-08-27 Duc P. Truong , Erik Skau , Derek Desantis , Boian Alexandrov

Stochastic gradient methods for minimizing nonconvex composite objective functions typically rely on the Lipschitz smoothness of the differentiable part, but this assumption fails in many important problem classes like quadratic inverse…

Optimization and Control · Mathematics 2025-01-22 Kuangyu Ding , Jingyang Li , Kim-Chuan Toh

We study a general convex optimization problem, which covers various classic problems in different areas and particularly includes many optimal transport related problems arising in recent years. To solve this problem, we revisit the…

Optimization and Control · Mathematics 2022-05-18 Lei Yang , Kim-Chuan Toh

We propose a unifying algorithm for non-smooth non-convex optimization. The algorithm approximates the objective function by a convex model function and finds an approximate (Bregman) proximal point of the convex model. This approximate…

Optimization and Control · Mathematics 2018-06-27 Peter Ochs , Jalal Fadili , Thomas Brox

In this paper we consider a general matrix factorization model which covers a large class of existing models with many applications in areas such as machine learning and imaging sciences. To solve this possibly nonconvex, nonsmooth and…

Optimization and Control · Mathematics 2018-05-16 Lei Yang , Ting Kei Pong , Xiaojun Chen

In this paper, we compute the stationary states of the multicomponent phase-field crystal model by formulating it as a block constrained minimization problem. The original infinite-dimensional non-convex minimization problem is approximated…

Numerical Analysis · Mathematics 2021-07-16 Chenglong Bao , Chang Chen , Kai Jiang

Addressing the interpretability problem of NMF on Boolean data, Boolean Matrix Factorization (BMF) uses Boolean algebra to decompose the input into low-rank Boolean factor matrices. These matrices are highly interpretable and very useful in…

Machine Learning · Computer Science 2023-07-18 Sebastian Dalleiger , Jilles Vreeken

Lipschitz continuity of the gradient mapping of a continuously differentiable function plays a crucial role in designing various optimization algorithms. However, many functions arising in practical applications such as low rank matrix…

Optimization and Control · Mathematics 2020-12-25 Mahesh Chandra Mukkamala , Jalal Fadili , Peter Ochs

In the applications of signal processing and data analytics, there is a wide class of non-convex problems whose objective function is freed from the common global Lipschitz continuous gradient assumption (e.g., the nonnegative matrix…

Optimization and Control · Mathematics 2019-12-17 Tianxiang Gao , Songtao Lu , Jia Liu , Chris Chu

Matrix factorization is a popular approach for large-scale matrix completion. The optimization formulation based on matrix factorization can be solved very efficiently by standard algorithms in practice. However, due to the non-convexity…

Machine Learning · Computer Science 2016-11-18 Ruoyu Sun , Zhi-Quan Luo

In this paper we study the problems of minimizing the sum of two nonconvex functions: one is differentiable and satisfies smooth adaptable property. The smooth adaptable property, also named relatively smooth condition, is weaker than the…

Optimization and Control · Mathematics 2019-04-10 Xiaoya Zhang , Hui Zhang , Wei Peng

We propose inertial versions of block coordinate descent methods for solving non-convex non-smooth composite optimization problems. Our methods possess three main advantages compared to current state-of-the-art accelerated first-order…

Optimization and Control · Mathematics 2020-06-03 Le Thi Khanh Hien , Nicolas Gillis , Panagiotis Patrinos
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