Convex-Concave Backtracking for Inertial Bregman Proximal Gradient Algorithms in Nonconvex Optimization

DOI10.1137/19M1298007zbMath1486.90147arXiv1904.03537MaRDI QIDQ5037570

Thomas Pock, Mahesh Chandra Mukkamala, Shoham Sabach, Peter Ochs

Publication date: 1 March 2022

Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.03537

zbMATH Keywords

global convergenceBregman distanceKurdyka-Łojasiewicz propertycomposite minimizationinertial methodsproximal gradient algorithmsnon-Euclidean distancesconvex-concave backtracking

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Convex functions and convex programs in convex geometry (52A41) Decomposition methods (49M27) Convexity of real functions of several variables, generalizations (26B25)

Related Items (17)

Block Bregman Majorization Minimization with Extrapolation ⋮ Bregman proximal gradient algorithms for deep matrix factorization ⋮ Optimal complexity and certification of Bregman first-order methods ⋮ Global convergence of model function based Bregman proximal minimization algorithms ⋮ New Bregman proximal type algoritms for solving DC optimization problems ⋮ A Bregman stochastic method for nonconvex nonsmooth problem beyond global Lipschitz gradient continuity ⋮ Stochastic composition optimization of functions without Lipschitz continuous gradient ⋮ A class of modified accelerated proximal gradient methods for nonsmooth and nonconvex minimization problems ⋮ A refined inertial DC algorithm for DC programming ⋮ An alternating structure-adapted Bregman proximal gradient descent algorithm for constrained nonconvex nonsmooth optimization problems and its inertial variant ⋮ Provable Phase Retrieval with Mirror Descent ⋮ Bregman proximal point type algorithms for quasiconvex minimization ⋮ Convergence Analysis for Bregman Iterations in Minimizing a Class of Landau Free Energy Functionals ⋮ Multi-block Bregman proximal alternating linearized minimization and its application to orthogonal nonnegative matrix factorization ⋮ Bregman proximal mappings and Bregman-Moreau envelopes under relative prox-regularity ⋮ A Bregman Forward-Backward Linesearch Algorithm for Nonconvex Composite Optimization: Superlinear Convergence to Nonisolated Local Minima ⋮ Learning Consistent Discretizations of the Total Variation

Uses Software

• iPiano
• ElemStatLearn
• Wirtinger Flow

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