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相关论文: Linear Convergence of the Proximal Gradient Method…

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In this paper, we derive a new linear convergence rate for the gradient method with fixed step lengths for non-convex smooth optimization problems satisfying the Polyak-Lojasiewicz (PL) inequality. We establish that the PL inequality is a…

最优化与控制 · 数学 2022-04-05 Hadi Abbaszadehpeivasti , Etienne de Klerk , Moslem Zamani

In 1963, Polyak proposed a simple condition that is sufficient to show a global linear convergence rate for gradient descent. This condition is a special case of the \L{}ojasiewicz inequality proposed in the same year, and it does not…

机器学习 · 计算机科学 2020-09-15 Hamed Karimi , Julie Nutini , Mark Schmidt

In this note, we establish a new exact worst-case linear convergence rate of the proximal gradient method in terms of the proximal gradient norm, which complements the recent results in [1] and implies a refined descent lemma.descent lemma.…

最优化与控制 · 数学 2019-03-13 Xiaoya Zhang , Hui Zhang

Many descent algorithms for multiobjective optimization have been developed in the last two decades. Tanabe et al. (Comput Optim Appl 72(2):339--361, 2019) proposed a proximal gradient method for multiobjective optimization, which can solve…

最优化与控制 · 数学 2022-04-11 Hiroki Tanabe , Ellen H. Fukuda , Nobuo Yamashita

We consider minimization problems with the well-known Polya-Lojasievich condition and Lipshitz-continuous gradient. Such problem occurs in different places in machine learning and related fields. Furthermore, we assume that a gradient is…

最优化与控制 · 数学 2023-12-12 Sergei M. Puchinin , Fedor S. Stonyakin

Due to its applications in many different places in machine learning and other connected engineering applications, the problem of minimization of a smooth function that satisfies the Polyak-{\L}ojasiewicz condition receives much attention…

最优化与控制 · 数学 2022-12-09 Ilya A. Kuruzov , Fedor S. Stonyakin , Mohammad S. Alkousa

This paper focuses on the online gradient and proximal-gradient methods with stochastic gradient errors. In particular, we examine the performance of the online gradient descent method when the cost satisfies the Polyak-\L ojasiewicz (PL)…

最优化与控制 · 数学 2024-07-16 Seunghyun Kim , Liam Madden , Emiliano Dall'Anese

We consider the problem of optimizing the sum of a smooth convex function and a non-smooth convex function using proximal-gradient methods, where an error is present in the calculation of the gradient of the smooth term or in the proximity…

机器学习 · 计算机科学 2011-12-02 Mark Schmidt , Nicolas Le Roux , Francis Bach

This paper develops a comprehensive convergence analysis for generic classes of descent algorithms in nonsmooth and nonconvex optimization under several conditions of the Polyak-\L ojasiewicz-Kurdyka (PLK) type. Along other results, we…

最优化与控制 · 数学 2025-02-13 G. C. Bento , B. S. Mordukhovich , T. S. Mota , Yu. Nesterov

Proximal gradient methods are a popular tool for the solution of structured, nonsmooth minimization problems. In this work, we investigate an extension of the former to general Banach spaces and provide worst-case convergence rates for,…

最优化与控制 · 数学 2025-09-30 Gerd Wachsmuth , Daniel Walter

This work explores generalizations of the Polyak-Lojasiewicz inequality (PLI) and their implications for the convergence behavior of gradient flows in optimization problems. Motivated by the continuous-time linear quadratic regulator…

最优化与控制 · 数学 2025-04-01 Arthur Castello B. de Oliveira , Leilei Cui , Eduardo D. Sontag

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…

最优化与控制 · 数学 2023-05-01 Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz

In this work, we establish that Nesterov's accelerated gradient method, applied to $C^2$ functions satisfying the Polyak--{\L}ojasiewicz inequality around local minimizers, achieves the optimal local linear convergence rate…

最优化与控制 · 数学 2026-03-24 Zixu Feng , Hao Yuan

In this letter we study the proximal gradient dynamics. This recently-proposed continuous-time dynamics solves optimization problems whose cost functions are separable into a nonsmooth convex and a smooth component. First, we show that the…

最优化与控制 · 数学 2024-11-22 Anand Gokhale , Alexander Davydov , Francesco Bullo

We study the convergence properties of a general inertial first-order proximal splitting algorithm for solving nonconvex nonsmooth optimization problems. Using the Kurdyka--\L ojaziewicz (KL) inequality we establish new convergence rates…

最优化与控制 · 数学 2016-09-14 Patrick R. Johnstone , Pierre Moulin

We study the convergence rate of gradient-based local search methods for solving low-rank matrix recovery problems with general objectives in both symmetric and asymmetric cases, under the assumption of the restricted isometry property.…

最优化与控制 · 数学 2022-03-10 Yingjie Bi , Haixiang Zhang , Javad Lavaei

The stochastic proximal gradient method is a powerful generalization of the widely used stochastic gradient descent (SGD) method and has found numerous applications in Machine Learning. However, it is notoriously known that this method…

最优化与控制 · 数学 2024-12-10 Yuan Gao , Anton Rodomanov , Sebastian U. Stich

The paper presents a review of the state-of-the-art of subgradient and accelerated methods of convex optimization, including in the presence of disturbances and access to various information about the objective function (function value,…

We consider the composite minimization problem with the objective function being the sum of a continuously differentiable and a merely lower semicontinuous and extended-valued function. The proximal gradient method is probably the most…

最优化与控制 · 数学 2024-11-20 Christian Kanzow , Leo Lehmann

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
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