A proximal method for composite minimization
From MaRDI portal
Abstract: We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe an algorithmic framework based on a subproblem constructed from a linearized approximation to the objective and a regularization term. Properties of local solutions of this subproblem underlie both a global convergence result and an identification property of the active manifold containing the solution of the original problem. Preliminary computational results on both convex and nonconvex examples are promising.
Recommendations
Cites work
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 2155014 (Why is no real title available?)
- scientific article; zbMATH DE number 1873048 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3341597 (Why is no real title available?)
- A Singular Value Thresholding Algorithm for Matrix Completion
- A \(\mathcal{VU}\)-algorithm for convex minimization
- A fast algorithm for sparse reconstruction based on shrinkage, subspace optimization, and continuation
- A generalized proximal point algorithm for certain non-convex minimization problems
- Active Sets, Nonsmoothness, and Sensitivity
- Atomic Decomposition by Basis Pursuit
- Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
- Composite proximal bundle method
- Compressive sampling
- Conditions for convergence of trust region algorithms for nonsmooth optimization
- Convergence of an Inexact Algorithm for Composite Nonsmooth Optimization
- Convex Analysis
- Descent methods for composite nondifferentiable optimization problems
- Exact and approximate sparse solutions of underdetermined linear equations
- Exact matrix completion via convex optimization
- Fixed-Point Continuation for $\ell_1$-Minimization: Methodology and Convergence
- Generic optimality conditions for semialgebraic convex programs
- Geometrical interpretation of the predictor-corrector type algorithms in structured optimization problems
- Guaranteed minimum-rank solutions of linear matrix equations via nuclear norm minimization
- Identifiable Surfaces in Constrained Optimization
- Inexact Variants of the Proximal Point Algorithm without Monotonicity
- LASSO-pattern search algorithm with application to ophthalmology and genomic data
- Least angle regression. (With discussion)
- Lipschitzian multifunctions and a Lipschitzian inverse mapping theorem.
- Local Convergence of the Proximal Point Algorithm and Multiplier Methods Without Monotonicity
- Metric regularity and systems of generalized equations
- Minimum-support solutions of polyhedral concave programs*
- Monotone Operators and the Proximal Point Algorithm
- Nearly unbiased variable selection under minimax concave penalty
- Newton methods for nonsmooth convex minimization: connections among \(\mathcal U\)-Lagrangian, Riemannian Newton and SQP methods
- Nonlinear programming and nonsmooth optimization by successive linear programming
- Nonlinear total variation based noise removal algorithms
- On a Class of Nonsmooth Composite Functions
- On the Convergence of Successive Linear-Quadratic Programming Algorithms
- On the Identification of Active Constraints
- On the Identification of Active Constraints II: The Nonconvex Case
- On the superlinear convergence of a trust region algorithm for nonsmooth optimization
- Proximal Methods for Cohypomonotone Operators
- Proximal point methods and nonconvex optimization
- Signal Recovery by Proximal Forward-Backward Splitting
- Sparse Reconstruction by Separable Approximation
- Submonotone mappings and the proximal point algorithm
- The radius of metric regularity
- The 𝒰-Lagrangian of a convex function
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variational Analysis
Cited in
(62)- Identifying active manifolds.
- Efficiency of minimizing compositions of convex functions and smooth maps
- Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized Gauss-Seidel methods
- Error bounds, quadratic growth, and linear convergence of proximal methods
- Identifying active manifolds in regularization problems
- An extension of the proximal point algorithm beyond convexity
- Nonsmooth optimization method for \(H_\infty\) output feedback control
- Proximally guided stochastic subgradient method for nonsmooth, nonconvex problems
- Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems
- Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization
- The multiproximal linearization method for convex composite problems
- Cutting plane oracles to minimize non-smooth non-convex functions
- Canonical duality-triality theory: unified understanding for modeling, problems, and NP-hardness in global optimization of multi-scale systems
- Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization
- Consistent approximations in composite optimization
- A multilevel proximal gradient algorithm for a class of composite optimization problems
- Globalized inexact proximal Newton-type methods for nonconvex composite functions
- Variable smoothing for weakly convex composite functions
- A simplified view of first order methods for optimization
- Composite proximal bundle method
- A derivative-free \(\mathcal{V} \mathcal{U}\)-algorithm for convex finite-max problems
- Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
- Newton acceleration on manifolds identified by proximal gradient methods
- Global convergence of model function based Bregman proximal minimization algorithms
- An algorithm for the minimization of nonsmooth nonconvex functions using inexact evaluations and its worst-case complexity
- Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function
- Riemannian linearized proximal algorithms for nonnegative inverse eigenvalue problem
- Local and global convergence of a general inertial proximal splitting scheme for minimizing composite functions
- A fast space-decomposition scheme for nonconvex eigenvalue optimization
- Learnable descent algorithm for nonsmooth nonconvex image reconstruction
- On convergence rates of linearized proximal algorithms for convex composite optimization with applications
- Stochastic model-based minimization of weakly convex functions
- A study of convex convex-composite functions via infimal convolution with applications
- Strong metric (sub)regularity of Karush-Kuhn-Tucker mappings for piecewise linear-quadratic convex-composite optimization and the quadratic convergence of Newton's method
- Active-set Newton methods and partial smoothness
- Projection algorithms with dynamic stepsize for constrained composite minimization
- A penalized nonlinear ADMM algorithm applied to the multi-constrained traffic assignment problem
- On strongly quasiconvex functions: existence results and proximal point algorithms
- Relax-and-split method for nonconvex inverse problems
- A nonsmooth trust-region method for locally Lipschitz functions with application to optimization problems constrained by variational inequalities
- An adaptive fixed-point proximity algorithm for solving total variation denoising models
- Bundle method for non-convex minimization with inexact subgradients and function values
- Accelerated gradient methods for nonconvex nonlinear and stochastic programming
- Proximal Newton-type methods for minimizing composite functions
- Stochastic proximal splitting algorithm for composite minimization
- Linearized proximal algorithms with adaptive stepsizes for convex composite optimization with applications
- Robust low transformed multi-rank tensor methods for image alignment
- Low-rank matrix recovery with composite optimization: good conditioning and rapid convergence
- Composite optimization by nonconvex majorization-minimization
- Stochastic proximal linear method for structured non-convex problems
- A proximal-based deomposition method for compositions method for convex minimization problems
- Variable Metric Forward-Backward Algorithm for Composite Minimization Problems
- A proximal method for identifying active manifolds
- Non-smooth non-convex Bregman minimization: unification and new algorithms
- Mirror Prox algorithm for multi-term composite minimization and semi-separable problems
- A Levenberg-Marquardt method for nonsmooth regularized least squares
- A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods
- Proximal gradient method with extrapolation and line search for a class of non-convex and non-smooth problems
- The evaluation complexity of finding high-order minimizers of nonconvex optimization
- A semismooth conjugate gradients method – theoretical analysis
- High-order optimization methods for fully composite problems
- Harnessing Structure in Composite Nonsmooth Minimization
This page was built for publication: A proximal method for composite minimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q304260)
