Gradient methods for minimizing composite functions

DOI10.1007/S10107-012-0629-5zbMath1287.90067OpenAlexW2030161963MaRDI QIDQ359630

Mohammad Hasan, M. Dambrine

Publication date: 12 August 2013

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-012-0629-5

zbMATH Keywords

gradient methodcomposite functioncomposite gradient mapping

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Fractional programming (90C32)

Related Items (only showing first 100 items - show all)

A Trust-region Method for Nonsmooth Nonconvex Optimization ⋮ Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection ⋮ Reducing the Complexity of Two Classes of Optimization Problems by Inexact Accelerated Proximal Gradient Method ⋮ Analysis of the Frank-Wolfe method for convex composite optimization involving a logarithmically-homogeneous barrier ⋮ Accelerated differential inclusion for convex optimization ⋮ An extrapolated iteratively reweighted \(\ell_1\) method with complexity analysis ⋮ Accelerated First-Order Methods for Convex Optimization with Locally Lipschitz Continuous Gradient ⋮ A diagonal finite element-projection-proximal gradient algorithm for elliptic optimal control problem ⋮ Penalized wavelet nonparametric univariate logistic regression for irregular spaced data ⋮ Strong Convergence of Trajectories via Inertial Dynamics Combining Hessian-Driven Damping and Tikhonov Regularization for General Convex Minimizations ⋮ A speed restart scheme for a dynamics with Hessian-driven damping ⋮ Conditions for linear convergence of the gradient method for non-convex optimization ⋮ Branch-and-Model: a derivative-free global optimization algorithm ⋮ Linearly-convergent FISTA variant for composite optimization with duality ⋮ An accelerated tensorial double proximal gradient method for total variation regularization problem ⋮ A unified single-loop alternating gradient projection algorithm for nonconvex-concave and convex-nonconcave minimax problems ⋮ Accelerated smoothing hard thresholding algorithms for \(\ell_0\) regularized nonsmooth convex regression problem ⋮ Hyperfast second-order local solvers for efficient statistically preconditioned distributed optimization ⋮ Direct nonlinear acceleration ⋮ Regularized Newton Method with Global \({\boldsymbol{\mathcal{O}(1/{k}^2)}}\) Convergence ⋮ FISTA is an automatic geometrically optimized algorithm for strongly convex functions ⋮ Decentralized Gradient Descent Maximization Method for Composite Nonconvex Strongly-Concave Minimax Problems ⋮ Optimal Algorithms for Stochastic Complementary Composite Minimization ⋮ N-mode minimal tensor extrapolation methods ⋮ A class of modified accelerated proximal gradient methods for nonsmooth and nonconvex minimization problems ⋮ On a scaled symmetric Dai-Liao-type scheme for constrained system of nonlinear equations with applications ⋮ Robust High-Dimensional Regression with Coefficient Thresholding and Its Application to Imaging Data Analysis ⋮ Efficiency of higher-order algorithms for minimizing composite functions ⋮ Proximal quasi-Newton method for composite optimization over the Stiefel manifold ⋮ A refined inertial DC algorithm for DC programming ⋮ An extrapolated proximal iteratively reweighted method for nonconvex composite optimization problems ⋮ A reduced half thresholding algorithm ⋮ Faster first-order primal-dual methods for linear programming using restarts and sharpness ⋮ Principled analyses and design of first-order methods with inexact proximal operators ⋮ Accelerating inexact successive quadratic approximation for regularized optimization through manifold identification ⋮ Convergence of an asynchronous block-coordinate forward-backward algorithm for convex composite optimization ⋮ Some adaptive first-order methods for variational inequalities with relatively strongly monotone operators and generalized smoothness ⋮ First-order methods for convex optimization ⋮ Data-Driven Mirror Descent with Input-Convex Neural Networks ⋮ Minimizing oracle-structured composite functions ⋮ A variable metric and Nesterov extrapolated proximal DCA with backtracking for a composite DC program ⋮ A Newton-type proximal gradient method for nonlinear multi-objective optimization problems ⋮ Optimal Transport Approximation of 2-Dimensional Measures ⋮ An inexact primal-dual smoothing framework for large-scale non-bilinear saddle point problems ⋮ Proximal gradient method with extrapolation and line search for a class of non-convex and non-smooth problems ⋮ Homogenization with the quasistatic Tresca friction law: qualitative and quantitative results ⋮ An \(\ell_{2,0}\)-norm constrained matrix optimization via extended discrete first-order algorithms ⋮ Supervised homogeneity fusion: a combinatorial approach ⋮ Adaptive proximal SGD based on new estimating sequences for sparser ERM ⋮ A semismooth Newton stochastic proximal point algorithm with variance reduction ⋮ Accelerated gradient methods for sparse statistical learning with nonconvex penalties ⋮ SPIRAL: a superlinearly convergent incremental proximal algorithm for nonconvex finite sum minimization ⋮ Accelerated forward–backward algorithms for structured monotone inclusions ⋮ Accelerated proximal stochastic dual coordinate ascent for regularized loss minimization ⋮ Complex-Valued Imaging with Total Variation Regularization: An Application to Full-Waveform Inversion in Visco-acoustic Media ⋮ Learnable Descent Algorithm for Nonsmooth Nonconvex Image Reconstruction ⋮ A primal-dual flow for affine constrained convex optimization ⋮ Inexact model: a framework for optimization and variational inequalities ⋮ Universal intermediate gradient method for convex problems with inexact oracle ⋮ High-Order Optimization Methods for Fully Composite Problems ⋮ Scaled, Inexact, and Adaptive Generalized FISTA for Strongly Convex Optimization ⋮ Additive Schwarz methods for convex optimization with backtracking ⋮ Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization ⋮ Alternating direction method of multipliers with variable metric indefinite proximal terms for convex optimization ⋮ Best subset selection via a modern optimization lens ⋮ A unified convergence rate analysis of the accelerated smoothed gap reduction algorithm ⋮ A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions ⋮ Accelerated methods with fastly vanishing subgradients for structured non-smooth minimization ⋮ Accelerated proximal algorithms with a correction term for monotone inclusions ⋮ A high-dimensional M-estimator framework for bi-level variable selection ⋮ GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee ⋮ Matrix completion via max-norm constrained optimization ⋮ OSGA: a fast subgradient algorithm with optimal complexity ⋮ Inexact coordinate descent: complexity and preconditioning ⋮ Optimized first-order methods for smooth convex minimization ⋮ A dual method for minimizing a nonsmooth objective over one smooth inequality constraint ⋮ Nonnegative data interpolation by spherical splines ⋮ New results on subgradient methods for strongly convex optimization problems with a unified analysis ⋮ Accelerating \(\ell^1\)-\(\ell^2\) deblurring using wavelet expansions of operators ⋮ Fast and scalable Lasso via stochastic Frank-Wolfe methods with a convergence guarantee ⋮ Convergence analysis of primal-dual based methods for total variation minimization with finite element approximation ⋮ On group-wise \(\ell_p\) regularization: theory and efficient algorithms ⋮ Adaptive restart of the optimized gradient method for convex optimization ⋮ Exact worst-case convergence rates of the proximal gradient method for composite convex minimization ⋮ A unified approach to error bounds for structured convex optimization problems ⋮ Dual approaches to the minimization of strongly convex functionals with a simple structure under affine constraints ⋮ An inertial forward-backward algorithm for monotone inclusions ⋮ iPiasco: inertial proximal algorithm for strongly convex optimization ⋮ Fast first-order methods for composite convex optimization with backtracking ⋮ Optimal subgradient algorithms for large-scale convex optimization in simple domains ⋮ Inexact proximal stochastic gradient method for convex composite optimization ⋮ Metric selection in fast dual forward-backward splitting ⋮ Hierarchical sparse modeling: a choice of two group Lasso formulations ⋮ A modified strictly contractive peaceman-Rachford splitting method for multi-block separable convex programming ⋮ Accelerated first-order methods for hyperbolic programming ⋮ Conditional gradient type methods for composite nonlinear and stochastic optimization ⋮ Optimal computational and statistical rates of convergence for sparse nonconvex learning problems ⋮ Efficient random coordinate descent algorithms for large-scale structured nonconvex optimization ⋮ Proximal alternating penalty algorithms for nonsmooth constrained convex optimization ⋮ Conditional gradient algorithms for norm-regularized smooth convex optimization

Uses Software

• PDCO

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Smooth minimization of non-smooth functions
• Accelerating the cubic regularization of Newton's method on convex problems
• Introductory lectures on convex optimization. A basic course.
• Just relax: convex programming methods for identifying sparse signals in noise
• Linear Inversion of Band-Limited Reflection Seismograms
• A generalized proximal point algorithm for certain non-convex minimization problems
• Atomic Decomposition by Basis Pursuit
• Rounding of convex sets and efficient gradient methods for linear programming problems

This page was built for publication: Gradient methods for minimizing composite functions