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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…

最优化与控制 · 数学 2020-08-03 Radu Ioan Bot , Ernö Robert Csetnek , Dang-Khoa Nguyen

This paper introduces the generalized forward-backward splitting algorithm for minimizing convex functions of the form $F + \sum_{i=1}^n G_i$, where $F$ has a Lipschitz-continuous gradient and the $G_i$'s are simple in the sense that their…

最优化与控制 · 数学 2014-02-11 Hugo Raguet , Jalal Fadili , Gabriel Peyré

Forward-backward methods are a very useful tool for the minimization of a functional given by the sum of a differentiable term and a nondifferentiable one and their investigation has experienced several efforts from many researchers in the…

数值分析 · 数学 2015-06-10 Silvia Bonettini , Federica Porta , Valeria Ruggiero

The classical Lojasiewicz inequality and its extensions for partial differential equation problems (Simon) and to o-minimal structures (Kurdyka) have a considerable impact on the analysis of gradient-like methods and related problems:…

最优化与控制 · 数学 2008-02-07 Jerome Bolte , Aris Daniilidis , Olivier Ley , Laurent Mazet

A generalized conditional gradient method for minimizing the sum of two convex functions, one of them differentiable, is presented. This iterative method relies on two main ingredients: First, the minimization of a partially linearized…

最优化与控制 · 数学 2021-10-01 Karl Kunisch , Daniel Walter

The forward-backward splitting algorithm is a popular operator-splitting method for solving monotone inclusion of the sum of a maximal monotone operator and a cocoercive operator. In this paper, we present a new convergence analysis of a…

泛函分析 · 数学 2019-08-30 Fuying Cui , Yuchao Tang , Chuanxi Zhu

We study the convergence issue for inexact descent algorithm (employing general step sizes) for multiobjective optimizations on general Riemannian manifolds (without curvature constraints). Under the assumption of the local…

最优化与控制 · 数学 2021-03-23 Xiangmei Wang , Jinhua Wang , Chong Li

In this paper we study a second order dynamical system with variable coefficients in connection to the minimization problem of a smooth nonconvex function. The convergence of the trajectories generated by the dynamical system to a critical…

最优化与控制 · 数学 2025-10-21 Szilárd Csaba László

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…

最优化与控制 · 数学 2024-04-17 Ziyuan Wang , Andreas Themelis , Hongjia Ou , Xianfu Wang

We study the convergence properties of the 'greedy' Frank-Wolfe algorithm with a unit step size, for a convex maximization problem over a compact set. We assume the function satisfies smoothness and strong convexity. These assumptions…

最优化与控制 · 数学 2025-05-02 Fatih Selim Aktas , Christian Kroer

Nonconvex minimax problems appear frequently in emerging machine learning applications, such as generative adversarial networks and adversarial learning. Simple algorithms such as the gradient descent ascent (GDA) are the common practice…

最优化与控制 · 数学 2020-02-25 Junchi Yang , Negar Kiyavash , Niao He

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,…

最优化与控制 · 数学 2022-09-15 Maryam Yashtini

We introduce a notion of inexact model of a convex objective function, which allows for errors both in the function and in its gradient. For this situation, a gradient method with an adaptive adjustment of some parameters of the model is…

最优化与控制 · 数学 2021-10-12 Fedor S. Stonyakin

Gradient descent methods are fundamental first-order optimization algorithms in both Euclidean spaces and Riemannian manifolds. However, the exact gradient is not readily available in many scenarios. This paper proposes a novel inexact…

最优化与控制 · 数学 2024-09-18 Juan Zhou , Kangkang Deng , Hongxia Wang , Zheng Peng

In this paper we introduce two novel generalizations of the theory for gradient descent type methods in the proximal setting. First, we introduce the proportion function, which we further use to analyze all known (and many new)…

最优化与控制 · 数学 2017-09-12 Dominik Csiba , Peter Richtárik

The alternating direction method of multipliers (ADMM) were extensively investigated in the past decades for solving separable convex optimization problems. Fewer researchers focused on exploring its convergence properties for the nonconvex…

数值分析 · 数学 2019-07-02 Jianchao Bai , Junli Liang , Ke Guo , Yang Jing

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…

最优化与控制 · 数学 2016-02-01 Radu Ioan Bot , Ernö Robert Csetnek

This paper presents and investigates an inexact proximal gradient method for solving composite convex optimization problems characterized by an objective function composed of a sum of a full-domain differentiable convex function and a…

最优化与控制 · 数学 2025-04-16 Yunier Bello-Cruz , Max L. N. Gonçalves , Jefferson G. Melo , Cassandra Mohr

In this two-part work, we propose an algorithmic framework for solving non-convex problems whose objective function is the sum of a number of smooth component functions plus a convex (possibly non-smooth) or/and smooth (possibly non-convex)…

最优化与控制 · 数学 2019-07-24 Sandeep Kumar , Ketan Rajawat , Daniel P. Palomar

This paper extends the algorithm schemes proposed in \cite{Nesterov2007a} and \cite{Nesterov2007b} to the minimization of the sum of a composite objective function and a convex function. Two proximal point-type schemes are provided and…

最优化与控制 · 数学 2011-05-03 Quoc Tran Dinh , Moritz Diehl