Dykstra's splitting and an approximate proximal point algorithm for minimizing the sum of convex functions
From MaRDI portal
Publication:2322367
DOI10.1007/S10957-019-01512-ZzbMATH Open1427.90220arXiv1709.09499OpenAlexW2962943830MaRDI QIDQ2322367FDOQ2322367
Publication date: 4 September 2019
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Abstract: We show that Dykstra's splitting for projecting onto the intersection of convex sets can be extended to minimize the sum of convex functions and a regularizing quadratic. We give conditions for which convergence to the primal minimizer holds so that more than one convex function can be minimized at a time, the convex functions are not necessarily sampled in a cyclic manner, and the SHQP strategy for problems involving the intersection of more than one convex set can be applied. When the sum does not involve the regularizing quadratic, we discuss an approximate proximal point method combined with Dykstra's splitting to minimize this sum.
Full work available at URL: https://arxiv.org/abs/1709.09499
Recommendations
Numerical mathematical programming methods (65K05) Convex programming (90C25) Analysis of algorithms and problem complexity (68Q25) Iterative procedures involving nonlinear operators (47J25)
Cites Work
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- On Projection Algorithms for Solving Convex Feasibility Problems
- Convex analysis and monotone operator theory in Hilbert spaces
- Introductory lectures on convex optimization. A basic course.
- A coordinate gradient descent method for nonsmooth separable minimization
- Proximal Splitting Methods in Signal Processing
- Block-coordinate gradient descent method for linearly constrained nonsmooth separable optimization
- Monotone Operators and the Proximal Point Algorithm
- Title not available (Why is that?)
- Best approximation in inner product spaces
- Title not available (Why is that?)
- An Algorithm for Restricted Least Squares Regression
- Title not available (Why is that?)
- Coordinate descent algorithms
- About regularity of collections of sets
- On the Convergence of Alternating Minimization for Convex Programming with Applications to Iteratively Reweighted Least Squares and Decomposition Schemes
- On the Convergence of Block Coordinate Descent Type Methods
- Title not available (Why is that?)
- A cyclic projection algorithm via duality
- On the convergence of Han's method for convex programming with quadratic objective
- A successive projection method
- Decomposition through formalization in a product space
- On the effectiveness of projection methods for convex feasibility problems with linear inequality constraints
- Perturbation resilience and superiorization of iterative algorithms
- Strong conical hull intersection property, bounded linear regularity, Jameson's property \((G)\), and error bounds in convex optimization
- Weak sharp minima revisited. II: Application to linear regularity and error bounds
- Incremental subgradients for constrained convex optimization: A unified framework and new methods
- Random algorithms for convex minimization problems
- Dualization of signal recovery problems
- Proximity for sums of composite functions
- The Supporting Halfspace--Quadratic Programming Strategy for the Dual of the Best Approximation Problem
- Incremental stochastic subgradient algorithms for convex optimization
- Dual coordinate ascent methods for non-strictly convex minimization
- Two generalizations of Dykstra's cyclic projections algorithm
- Iteration complexity analysis of block coordinate descent methods
- Projected subgradient minimization versus superiorization
- A Decomposition Method and Its Application to Convex Programming
- Regularities and their relations to error bounds
- Accelerating the convergence of the method of alternating projections via a line search: A brief survey
- Dual block-coordinate forward-backward algorithm with application to deconvolution and deinterlacing of video sequences
- Distributed Deterministic Asynchronous Algorithms in Time-Varying Graphs Through Dykstra Splitting
Cited In (2)
Uses Software
This page was built for publication: Dykstra's splitting and an approximate proximal point algorithm for minimizing the sum of convex functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2322367)
