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In this paper, we investigate a class of nonconvex and nonsmooth fractional programming problems, where the numerator composed of two parts: a convex, nonsmooth function and a differentiable, nonconvex function, and the denominator consists…
In this paper, we consider a class of nonconvex and nonsmooth fractional programming problems, that involve the sum of a convex, possibly nonsmooth function composed with a linear operator and a differentiable, possibly nonconvex function…
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…
In this paper, we consider a broad class of nonsmooth and nonconvex fractional programs, where the numerator can be written as the sum of a continuously differentiable convex function whose gradient is Lipschitz continuous and a proper…
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…
We consider minimizing a function consisting of a quadratic term and a proximable term which is possibly nonconvex and nonsmooth. This problem is also known as scaled proximal operator. Despite its simple form, existing methods suffer from…
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…
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…
Minimizing finite sums of functions is a central problem in optimization, arising in numerous practical applications. Such problems are commonly addressed using first-order optimization methods. However, these procedures cannot be used in…
This paper focuses on stochastic proximal gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer and convex constraints. To the best of our knowledge we present the first non-asymptotic…
We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…
The non-smooth finite-sum minimization is a fundamental problem in machine learning. This paper develops a distributed stochastic proximal-gradient algorithm with random reshuffling to solve the finite-sum minimization over time-varying…
In this paper, we consider a squared $L_1/L_2$ regularized model for sparse signal recovery from noisy measurements. We first establish the existence of optimal solutions to the model under mild conditions. Next, we propose a proximal…
We study unconstrained optimization problems with nonsmooth and convex objective function in the form of a mathematical expectation. The proposed method approximates the expected objective function with a sample average function using…
We investigate two inertial forward-backward algorithms in connection with the minimization of the sum of a non-smooth and possibly non-convex and a non-convex differentiable function. The algorithms are formulated in the spirit of the…
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…
In this paper we propose two proximal gradient algorithms for fractional programming problems in real Hilbert spaces, where the numerator is a proper, convex and lower semicontinuous function and the denominator is a smooth function, either…
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,…
Several optimization schemes have been known for convex optimization problems. However, numerical algorithms for solving nonconvex optimization problems are still underdeveloped. A progress to go beyond convexity was made by considering the…
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…