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Related papers: Inexact proximal methods for weakly convex functio…

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We investigate the convergence properties of exact and inexact forward-backward algorithms to minimise the sum of two weakly convex functions defined on a Hilbert space, where one has a Lipschitz-continuous gradient. We show that the exact…

Optimization and Control · Mathematics 2024-06-24 Ewa Bednarczuk , Giovanni Bruccola , Gabriele Scrivanti , The Hung Tran

Since introduced by Martinet and Rockafellar, the proximal point algorithm was generalized in many fruitful directions. More recently, in 2002, Pennanen studied the proximal point algorithm without monotonicity. A year later, Iusem and…

The problem of minimizing the sum of nonsmooth, convex objective functions defined on a real Hilbert space over the intersection of fixed point sets of nonexpansive mappings, onto which the projections cannot be efficiently computed, is…

Optimization and Control · Mathematics 2016-02-08 Hideaki Iiduka

In this paper, we propose a new method that combines the inexact Newton method with a procedure to obtain a feasible inexact projection for solving constrained smooth and nonsmooth equations. The local convergence theorems are established…

Optimization and Control · Mathematics 2019-03-19 Fabiana R. de Oliveira , Orizon P. Ferreira

We consider the extragradient method to minimize the sum of two functions, the first one being smooth and the second being convex. Under the Kurdyka-Lojasiewicz assumption, we prove that the sequence produced by the extragradient method…

Optimization and Control · Mathematics 2017-12-14 Trong Phong Nguyen , Edouard Pauwels , Emile Richard , Bruce W. Suter

In this paper, we propose an inexact proximal Newton-type method for nonconvex composite problems. We establish the global convergence rate of the order $\mathcal{O}(k^{-1/2})$ in terms of the minimal norm of the KKT residual mapping and…

Optimization and Control · Mathematics 2024-12-26 Hong Zhu

We investigate the asymptotic properties of the trajectories generated by a second-order dynamical system of proximal-gradient type stated in connection with the minimization of the sum of a nonsmooth convex and a (possibly nonconvex)…

Optimization and Control · Mathematics 2017-11-20 Radu Ioan Bot , Ernö Robert Csetnek , Szilárd Csaba László

We propose a novel study of the stochastic proximal gradient method for minimizing the sum of two convex functions, one of which is smooth. Under suitable assumptions and without requiring any boundedness or control of the variance of the…

Optimization and Control · Mathematics 2026-04-16 Javier I. Madariaga

In view of the minimization of a function which is the sum of a differentiable function $f$ and a convex function $g$ we introduce descent methods which can be viewed as produced by inexact auxiliary problem principleor inexact variable…

Optimization and Control · Mathematics 2016-09-13 Jean-Philippe Chancelier

Standard complexity analyses for weakly convex optimization rely on the Moreau envelope technique proposed by Davis and Drusvyatskiy (2019). The main insight is that nonsmooth algorithms, such as proximal subgradient, proximal point, and…

Optimization and Control · Mathematics 2026-01-27 Qi Deng , Wenzhi Gao

In this paper, we study the proximal incremental aggregated gradient(PIAG) algorithm for minimizing the sum of L-smooth nonconvex component functions and a proper closed convex function. By exploiting the L-smooth property and with the help…

Optimization and Control · Mathematics 2020-06-01 Wei Peng , Hui Zhang , Xiaoya Zhang

In this paper, we propose a multi-step inertial Forward--Backward splitting algorithm for minimizing the sum of two non-necessarily convex functions, one of which is proper lower semi-continuous while the other is differentiable with a…

Optimization and Control · Mathematics 2016-10-28 Jingwei Liang , Jalal Fadili , Gabriel Peyré

We propose a proximal variable smoothing algorithm for nonsmooth optimization problem with sum of three functions involving weakly convex composite function. The proposed algorithm is designed as a time-varying forward-backward splitting…

Optimization and Control · Mathematics 2025-04-29 Keita Kume , Isao Yamada

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

The proximal gradient algorithm for minimizing the sum of a smooth and a nonsmooth convex function often converges linearly even without strong convexity. One common reason is that a multiple of the step length at each iteration may…

Optimization and Control · Mathematics 2016-06-29 Dmitriy Drusvyatskiy , Adrian S. Lewis

This paper considers an online proximal-gradient method to track the minimizers of a composite convex function that may continuously evolve over time. The online proximal-gradient method is inexact, in the sense that: (i) it relies on an…

Optimization and Control · Mathematics 2020-04-24 Amirhossein Ajalloeian , Andrea Simonetto , Emiliano Dall'Anese

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

In this paper, we study a class of fractional optimization problems, in which the numerator of the objective is the sum of a convex function and a differentiable function with a Lipschitz continuous gradient, while the denominator is a…

Optimization and Control · Mathematics 2025-04-16 Lei Yang , Xiangrui Kong , Min Zhang , Yaohua Hu

In this paper we aim to minimize the sum of two nonsmooth (possibly also nonconvex) functions in separate variables connected by a smooth coupling function. To tackle this problem we chose a continuous forward-backward approach and…

Optimization and Control · Mathematics 2020-01-29 Radu Ioan Bot , Laura Kanzler

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