Peaceman-Rachford splitting for a class of nonconvex optimization problems
From MaRDI portal
Abstract: We study the applicability of the Peaceman-Rachford (PR) splitting method for solving nonconvex optimization problems. When applied to minimizing the sum of a strongly convex Lipschitz differentiable function and a proper closed function, we show that if the strongly convex function has a large enough strong convexity modulus and the step-size parameter is chosen below a threshold that is computable, then any cluster point of the sequence generated, if exists, will give a stationary point of the optimization problem. We also give sufficient conditions guaranteeing boundedness of the sequence generated. We then discuss one way to split the objective so that the proposed method can be suitably applied to solving optimization problems with a coercive objective that is the sum of a (not necessarily strongly) convex Lipschitz differentiable function and a proper closed function; this setting covers a large class of nonconvex feasibility problems and constrained least squares problems. Finally, we illustrate the proposed algorithm numerically.
Recommendations
- Convergence of the Peaceman-Rachford Splitting Method for a Class of Nonconvex Programs
- Douglas-Rachford splitting for nonconvex optimization with application to nonconvex feasibility problems
- Convergence analysis of the generalized splitting methods for a class of nonconvex optimization problems
- A strictly contractive Peaceman-Rachford splitting method for convex programming
- A proximal Peaceman-Rachford splitting method for solving the multi-block separable convex minimization problems
Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- An alternating direction method for finding Dantzig selectors
- Analysis of the convergence rate for the cyclic projection algorithm applied to basic semialgebraic convex sets
- Asymptotics for Lasso-type estimators.
- Clarke Subgradients of Stratifiable Functions
- Convergence analysis of alternating direction method of multipliers for a family of nonconvex problems
- Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized Gauss-Seidel methods
- Convex analysis and monotone operator theory in Hilbert spaces
- Douglas-Rachford splitting for nonconvex optimization with application to nonconvex feasibility problems
- Finding Best Approximation Pairs Relative to a Convex and Prox-Regular Set in a Hilbert Space
- From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images
- Global convergence of splitting methods for nonconvex composite optimization
- Iterative construction of the resolvent of a sum of maximal monotone operators
- Nonconvex notions of regularity and convergence of fundamental algorithms for feasibility problems
- On Projection Algorithms for Solving Convex Feasibility Problems
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
- On the convergence of von Neumann's alternating projection algorithm for two sets
- Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Łojasiewicz Inequality
- Splitting Algorithms for the Sum of Two Nonlinear Operators
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The Numerical Solution of Parabolic and Elliptic Differential Equations
- The Łojasiewicz Inequality for Nonsmooth Subanalytic Functions with Applications to Subgradient Dynamical Systems
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection and dependency networks for genomewide data
- Variational Analysis
Cited in
(29)- A continuous dynamical splitting method for solving ‘strongly+weakly’ convex programming problems
- Half-quadratic alternating direction method of multipliers for robust orthogonal tensor approximation
- A parameterized three-operator splitting algorithm for non-convex minimization problems with applications
- A Peaceman-Rachford splitting method with monotone plus skew-symmetric splitting for nonlinear saddle point problems
- Generalized Peaceman-Rachford splitting method with substitution for convex programming
- Convergence of the Peaceman-Rachford Splitting Method for a Class of Nonconvex Programs
- An inexact successive quadratic approximation method for a class of difference-of-convex optimization problems
- Iteration complexity on the generalized Peaceman–Rachford splitting method for separable convex programming
- An efficient regularized PR splitting type algorithm for two-block nonconvex linear constrained programs in \(\ell_{1 / 2}\) regularized compressed sensing problems
- Complexity of the relaxed Peaceman-Rachford splitting method for the sum of two maximal strongly monotone operators
- Douglas-Rachford splitting for nonconvex optimization with application to nonconvex feasibility problems
- Local convergence of the heavy-ball method and iPiano for non-convex optimization
- General splitting methods with linearization for the split feasibility problem
- Convergence analysis of Douglas-Rachford splitting method for ``strongly + weakly convex programming
- Malitsky-Tam forward-reflected-backward splitting method for nonconvex minimization problems
- Convergence analysis of the generalized splitting methods for a class of nonconvex optimization problems
- Douglas--Rachford Splitting and ADMM for Nonconvex Optimization: Tight Convergence Results
- Generalized Peaceman-Rachford splitting method for multiple-block separable convex programming with applications to robust PCA
- Relaxed inertial proximal Peaceman-Rachford splitting method for separable convex programming
- Unifying abstract inexact convergence theorems and block coordinate variable metric iPiano
- Precompact convergence of the nonconvex primal-dual hybrid gradient algorithm
- Convergence analysis of an improved Bregman-type Peaceman-Rachford splitting algorithm for nonconvex nonseparable linearly constrained optimization problems
- A mirror inertial forward-reflected-backward splitting: convergence analysis beyond convexity and Lipschitz smoothness
- A parameterized Douglas-Rachford splitting algorithm for nonconvex optimization
- A three-operator splitting algorithm for nonconvex sparsity regularization
- Two linear proximal Peaceman-Rachford splitting algorithms for nonconvex and nonsmooth nonseparable optimization
- Douglas-Rachford splitting and ADMM for nonconvex optimization: accelerated and Newton-type linesearch algorithms
- An envelope for Davis-Yin splitting and strict saddle-point avoidance
- A splitting method for finding the resolvent of the sum of two maximal monotone operators
This page was built for publication: Peaceman-Rachford splitting for a class of nonconvex optimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1687318)
