Proximal-gradient algorithms for fractional programming
From MaRDI portal
Abstract: In this paper we propose two proximal gradient algorithms for fractional programming problems in real Hilbert spaces, where the numerator is a proper, convex and lower semicontinuous function and the denominator is a smooth function, either concave or convex. In the iterative schemes, we perform a proximal step with respect to the nonsmooth numerator and a gradient step with respect to the smooth denominator. The algorithm in case of a concave denominator has the particularity that it generates sequences which approach both the (global) optimal solutions set and the optimal objective value of the underlying fractional programming problem. In case of a convex denominator the numerical scheme approaches the set of critical points of the objective function, provided the latter satisfies the Kurdyka-L{}ojasiewicz property.
Recommendations
- Convergence of Prox-Regularization Methods for Generalized Fractional Programming
- Convergence of a proximal algorithm for solving the dual of a generalized fractional program
- First-order algorithms for a class of fractional optimization problems
- Prox-dual regularization algorithm for generalized fractional programs
- Proximal bundle algorithms for nonlinearly constrained convex minimax fractional programs
Cited in
(30)- Conditional gradient method for double-convex fractional programming matrix problems
- Proximal bundle algorithms for nonlinearly constrained convex minimax fractional programs
- Solving mixed variational inequalities beyond convexity
- An extension of the proximal point algorithm beyond convexity
- The forward-backward-forward method from continuous and discrete perspective for pseudo-monotone variational inequalities in Hilbert spaces
- Strengthened splitting methods for computing resolvents
- Prox-dual regularization algorithm for generalized fractional programs
- General inertial proximal gradient method for a class of nonconvex nonsmooth optimization problems
- A proximal algorithm with backtracked extrapolation for a class of structured fractional programming
- Relaxed-inertial proximal point type algorithms for quasiconvex minimization
- The Kurdyka-Łojasiewicz inequality as regularity condition
- Analysis and algorithms for some compressed sensing models based on L1/L2 minimization
- First-order algorithms for a class of fractional optimization problems
- Modern regularization methods for inverse problems
- Extrapolated Proximal Subgradient Algorithms for Nonconvex and Nonsmooth Fractional Programs
- Two-step inertial forward-reflected-backward splitting based algorithm for nonconvex mixed variational inequalities
- Extension of forward-reflected-backward method to non-convex mixed variational inequalities
- Dinkelbach Type Approximation Algorithms for Nonlinear Fractional Optimization Problems
- Inertial Proximal Block Coordinate Method for a Class of Nonsmooth Sum-of-Ratios Optimization Problems
- Variance reduced forward-reflected-backward algorithm for solving nonconvex finite-sum mixed variational inequalities
- A Bregman proximal subgradient algorithm for nonconvex and nonsmooth fractional optimization problems
- Componentwise Dinkelbach algorithm for nonlinear fractional optimization problems
- Relaxed-inertial proximal point algorithms for nonconvex equilibrium problems with applications
- On a minimization problem of the maximum generalized eigenvalue: properties and algorithms
- Full splitting algorithms for fractional programs with structured numerators and denominators
- A Bregman proximal point algorithm without convexity in Banach spaces
- An implementable proximal extragradient method for structured fractional programming
- A single-loop proximal subgradient algorithm for A class structured fractional programs
- Subgradient splitting methods for nonsmooth fractional programming with fixed-point constraints
- Tensor-based Dinkelbach method for computing generalized tensor eigenvalues and its applications
This page was built for publication: Proximal-gradient algorithms for fractional programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5356929)
