English

Multilevel Bregman Proximal Gradient Descent

Optimization and Control 2026-05-06 v3

Abstract

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 multilevel optimization framework (MGOPT) to handle Bregman-based geometries and constrained domains. We provide a rigorous analysis of ML BPGD for multiple coarse levels and establish a global linear convergence rate. We demonstrate the effectiveness of ML BPGD in the context of image reconstruction, providing theoretical guarantees for the well-posedness of the multilevel framework and validating its performance through numerical experiments.

Keywords

Cite

@article{arxiv.2506.03950,
  title  = {Multilevel Bregman Proximal Gradient Descent},
  author = {Yara Elshiaty and Stefania Petra},
  journal= {arXiv preprint arXiv:2506.03950},
  year   = {2026}
}
R2 v1 2026-07-01T02:59:01.687Z