Related papers: Characterizations of inexact proximal operators
This paper characterizes the proximal operator of the piece-wise exponential function $1\!-\!e^{-|x|/\sigma}$ with a given shape parameter $\sigma\!>\!0$, which is a popular nonconvex surrogate of $\ell_0$-norm in support vector machines,…
We propose an algorithm for computing the proximity operator of a sum of composite convex functions in Hilbert spaces and investigate its asymptotic behavior. Applications to best approximation and image recovery are described.
Two distributed algorithms are described that enable all users connected over a network to cooperatively solve the problem of minimizing the sum of all users' objective functions over the intersection of all users' constraint sets, where…
We consider the problem of finding the minimization of the sum of a convex function and the composition of another convex function with a continuous linear operator from the view of fixed point algorithms based on proximity operators. We…
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 the proximal-gradient method for minimizing an objective function that is the sum of a smooth function and a non-smooth convex function. A feature that distinguishes our work from most in the literature is that we assume that…
Proximal distance algorithms combine the classical penalty method of constrained minimization with distance majorization. If $f(\boldsymbol{x})$ is the loss function, and $C$ is the constraint set in a constrained minimization problem, then…
We introduce the concept of strong high-order approximate minimizers for nonconvex optimization problems. These apply in both standard smooth and composite non-smooth settings, and additionally allow convex or inexpensive constraints. An…
We provide comparison principles for convex functions through its proximal mappings. Consequently, we prove that the norm of the proximal operator determines a convex the function up to a constant. A new characterization of Lipschitzianity…
An adaptive regularization algorithm for unconstrained nonconvex optimization is proposed that is capable of handling inexact objective-function and derivative values, and also of providing approximate minimizer of arbitrary order. In…
Inverse problems are important mathematical problems that seek to recover model parameters from noisy data. Since inverse problems are often ill-posed, they require regularization or incorporation of prior information about the underlying…
We introduce the concept of inexact first-order oracle of degree q for a possibly nonconvex and nonsmooth function, which naturally appears in the context of approximate gradient, weak level of smoothness and other situations. Our…
Optimization models with non-convex constraints arise in many tasks in machine learning, e.g., learning with fairness constraints or Neyman-Pearson classification with non-convex loss. Although many efficient methods have been developed…
The Langevin algorithms are frequently used to sample the posterior distributions in Bayesian inference. In many practical problems, however, the posterior distributions often consist of non-differentiable components, posing challenges for…
In this paper, we investigate the approximation properties of the summation-integral type operators as defined by Mishra et al. (Boll. Unione Mat. Ital. (2016) 8:297-305) and determine the local results as well as prove the convergence…
Many problems in nonlinear analysis and optimization, among them variational inequalities and minimization of convex functions, can be reduced to finding zeros (namely, roots) of set-valued operators. Hence numerous algorithms have been…
For the inclusion problem involving two maximal monotone operators, under the metric subregularity of the composite operator, we derive the linear convergence of the generalized proximal point algorithm and several splitting algorithms,…
Proximal methods are known to identify the underlying substructure of nonsmooth optimization problems. Even more, in many interesting situations, the output of a proximity operator comes with its structure at no additional cost, and…
We introduce a class of stochastic algorithms for minimizing weakly convex functions over proximally smooth sets. As their main building blocks, the algorithms use simplified models of the objective function and the constraint set, along…
The classical Krasnoselskii-Mann iteration is broadly used for approximating fixed points of nonexpansive operators. To accelerate the convergence of the Krasnoselskii-Mann iteration, the inertial methods were received much attention in…