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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 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…

Optimization and Control · Mathematics 2020-08-03 Radu Ioan Bot , Ernö Robert Csetnek , Dang-Khoa Nguyen

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

In this paper, we study an algorithm for solving a class of nonconvex and nonsmooth nonseparable optimization problems. Based on proximal alternating linearized minimization (PALM), we propose a new iterative algorithm which combines…

Optimization and Control · Mathematics 2023-06-14 Chenzheng Guo , Jing Zhao

We propose a forward-backward proximal-type algorithm with inertial/memory effects for minimizing the sum of a nonsmooth function with a smooth one in the nonconvex setting. The sequence of iterates generated by the algorithm converges to a…

Optimization and Control · Mathematics 2014-10-03 Radu Ioan Bot , Ernö Robert Csetnek , Szilárd László

This work considers an Inertial version of Bregman Proximal Gradient algorithm (IBPG) for minimizing the sum of two single-valued functions in finite dimension. We suppose that one of the functions is proper, closed, and convex but…

Optimization and Control · Mathematics 2025-01-30 Jean-Jacques Godeme

In this paper we propose a proximal algorithm for minimizing an objective function of two block variables consisting of three terms: 1) a smooth function, 2) a nonsmooth function which is a composition between a strictly increasing,…

Optimization and Control · Mathematics 2022-09-15 Maryam Yashtini

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…

Optimization and Control · Mathematics 2014-06-04 Radu Ioan Bot , Ernö Robert Csetnek

In this paper, for solving a broad class of large-scale nonconvex and nonsmooth optimization problems, we propose a stochastic two step inertial Bregman proximal alternating linearized minimization (STiBPALM) algorithm with variance-reduced…

Optimization and Control · Mathematics 2023-07-12 Chenzheng Guo , Jing Zhao , Qiao-Li Dong

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…

Optimization and Control · Mathematics 2024-10-01 Tan Nhat Pham , Minh N. Dao , Rakibuzzaman Shah , Nargiz Sultanova , Guoyin Li , Syed Islam

In this paper, we develop a splitting algorithm incorporating Bregman distances to solve a broad class of linearly constrained composite optimization problems, whose objective function is the separable sum of possibly nonconvex nonsmooth…

Optimization and Control · Mathematics 2024-10-01 Tan Nhat Pham , Minh N. Dao , Andrew Eberhard , Nargiz Sultanova

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

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

Under consideration are multicomponent minimization problems involving a separable nonsmooth convex function penalizing the components individually, and nonsmooth convex coupling terms penalizing linear mixtures of the components. We…

Optimization and Control · Mathematics 2021-08-27 Minh N. Bùi , Patrick L. Combettes , Zev C. Woodstock

In this paper we study nonconvex and nonsmooth optimization problems with semi-algebraic data, where the variables vector is split into several blocks of variables. The problem consists of one smooth function of the entire variables vector…

Optimization and Control · Mathematics 2017-02-09 Thomas Pock , Shoham Sabach

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

In this paper we introduce the Boosted Double-proximal Subgradient Algorithm (BDSA), a novel splitting algorithm designed to address general structured nonsmooth and nonconvex mathematical programs expressed as sums and differences of…

Optimization and Control · Mathematics 2023-06-30 Francisco J. Aragón-Artacho , Pedro Pérez-Aros , David Torregrosa-Belén

In this paper, we consider a class of nonsmooth sum-of-ratios fractional optimization problems with block structure. This model class is ubiquitous and encompasses several important nonsmooth optimization problems in the literature. We…

Optimization and Control · Mathematics 2023-05-22 Radu Ioan Boţ , Minh N. Dao , Guoyin Li

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

Imaging tasks are typically tackled using a structured optimization framework. This paper delves into a class of algorithms for difference-of-convex (DC) structured optimization, focusing on minimizing a DC function along with a possibly…

Optimization and Control · Mathematics 2024-09-19 Tsz Ching Chow , Chaoyan Huang , Zhongming Wu , Tieyong Zeng , Angelica I. Aviles-Rivero
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