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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

We present the Multilevel Bregman Proximal Gradient Descent (ML BPGD) method, a novel multilevel optimization framework tailored to constrained convex problems with relative Lipschitz smoothness. Our approach extends the classical…

Optimization and Control · Mathematics 2026-05-06 Yara Elshiaty , Stefania Petra

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

We study the convergence rate of the proximal incremental aggregated gradient (PIAG) method for minimizing the sum of a large number of smooth component functions (where the sum is strongly convex) and a non-smooth convex function. At each…

Optimization and Control · Mathematics 2016-11-28 Nuri Denizcan Vanli , Mert Gurbuzbalaban , Asu Ozdaglar

The problem of minimization of the sum of two convex functions has various theoretical and real-world applications. One of the popular methods for solving this problem is the proximal gradient method (proximal forward-backward algorithm). A…

Optimization and Control · Mathematics 2019-11-12 Daniel Reem , Simeon Reich , Alvaro De Pierro

We investigate an inertial algorithm of gradient type in connection with the minimization of a nonconvex differentiable function. The algorithm is formulated in the spirit of Nesterov's accelerated convex gradient method. We prove some…

Functional Analysis · Mathematics 2020-02-11 Szilárd Csaba László

We investigate an inertial algorithm of gradient type in connection with the minimization of a nonconvex differentiable function. The algorithm is formulated in the spirit of Nesterov's accelerated convex gradient method. We show that the…

Functional Analysis · Mathematics 2018-11-26 Szilárd Csaba László

We propose an extension of a special form of gradient descent -- in the literature known as linearised Bregman iteration -- to a larger class of non-convex functions. We replace the classical (squared) two norm metric in the gradient…

Optimization and Control · Mathematics 2021-05-26 Martin Benning , Marta M. Betcke , Matthias J. Ehrhardt , Carola-Bibiane Schönlieb

The paper proposes and develops a novel inexact gradient method (IGD) for minimizing C1-smooth functions with Lipschitzian gradients, i.e., for problems of C1,1 optimization. We show that the sequence of gradients generated by IGD converges…

Optimization and Control · Mathematics 2024-01-15 Pham Duy Khanh , Boris S. Mordukhovich , Dat Ba Tran

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

We consider the problem of minimizing a convex objective which is the sum of a smooth part, with Lipschitz continuous gradient, and a nonsmooth part. Inspired by various applications, we focus on the case when the nonsmooth part is a…

Optimization and Control · Mathematics 2013-08-28 Ting Kei Pong

We consider the problem of minimizing the sum of two convex functions: one is the average of a large number of smooth component functions, and the other is a general convex function that admits a simple proximal mapping. We assume the whole…

Optimization and Control · Mathematics 2014-03-20 Lin Xiao , Tong Zhang

We consider a composite optimization problem where the sum of a continuously differentiable and a merely lower semicontinuous function has to be minimized. The proximal gradient algorithm is the classical method for solving such a problem…

Optimization and Control · Mathematics 2023-05-01 Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz

We introduce two algorithms for nonconvex regularized finite sum minimization, where typical Lipschitz differentiability assumptions are relaxed to the notion of relative smoothness. The first one is a Bregman extension of Finito/MISO,…

Optimization and Control · Mathematics 2024-04-17 Puya Latafat , Andreas Themelis , Masoud Ahookhosh , Panagiotis Patrinos

In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and…

Machine Learning · Computer Science 2016-11-17 Luo Luo , Zihao Chen , Zhihua Zhang , Wu-Jun Li

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

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 propose some accelerated methods for solving optimization problems under the condition of relatively smooth and relatively Lipschitz continuous functions with an inexact oracle. We consider the problem of minimizing the…

Optimization and Control · Mathematics 2024-11-27 O. S. Savchuk , M. S. Alkousa , A. S. Shushko , A. A. Vyguzov , F. S. Stonyakin , D. A. Pasechnyuk , A. V. Gasnikov

This work investigates a Bregman and inertial extension of the forward-reflected-backward algorithm [Y. Malitsky and M. Tam, SIAM J. Optim., 30 (2020), pp. 1451--1472] applied to structured nonconvex minimization problems under relative…

Optimization and Control · Mathematics 2024-04-17 Ziyuan Wang , Andreas Themelis , Hongjia Ou , Xianfu Wang

An algorithm is proposed, analyzed, and tested for minimizing locally Lipschitz objective functions that may be nonconvex and/or nonsmooth. The algorithm, which is built upon the gradient-sampling methodology, is designed specifically for…

Optimization and Control · Mathematics 2026-04-02 Albert S. Berahas , Frank E. Curtis , Lara Zebiane