A proximal method for composite minimization

From MaRDI portal
Publication:304260

DOI10.1007/s10107-015-0943-9zbMath1345.49041arXiv0812.0423OpenAlexW1677069601MaRDI QIDQ304260

Adrian S. Lewis, Stephen J. Wright

Publication date: 25 August 2016

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.0423



Related Items

A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods, Global convergence of model function based Bregman proximal minimization algorithms, A simplified view of first order methods for optimization, Composite proximal bundle method, Robust low transformed multi-rank tensor methods for image alignment, Newton acceleration on manifolds identified by proximal gradient methods, Harnessing Structure in Composite Nonsmooth Minimization, Cutting plane oracles to minimize non-smooth non-convex functions, Non-smooth non-convex Bregman minimization: unification and new algorithms, The multiproximal linearization method for convex composite problems, Riemannian linearized proximal algorithms for nonnegative inverse eigenvalue problem, Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized Gauss-Seidel methods, Consistent approximations in composite optimization, Proximal gradient method with extrapolation and line search for a class of non-convex and non-smooth problems, A derivative-free 𝒱𝒰-algorithm for convex finite-max problems, Canonical Duality-Triality Theory: Unified Understanding for Modeling, Problems, and NP-Hardness in Global Optimization of Multi-Scale Systems, The evaluation complexity of finding high-order minimizers of nonconvex optimization, A penalized nonlinear ADMM algorithm applied to the multi-constrained traffic assignment problem, A Nonsmooth Trust-Region Method for Locally Lipschitz Functions with Application to Optimization Problems Constrained by Variational Inequalities, Linearized proximal algorithms with adaptive stepsizes for convex composite optimization with applications, Relax-and-split method for nonconvex inverse problems, A Multilevel Proximal Gradient Algorithm for a Class of Composite Optimization Problems, Stochastic Model-Based Minimization of Weakly Convex Functions, Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function, A fast space-decomposition scheme for nonconvex eigenvalue optimization, Bundle Method for Non-Convex Minimization with Inexact Subgradients and Function Values, An algorithm for the minimization of nonsmooth nonconvex functions using inexact evaluations and its worst-case complexity, Variable smoothing for weakly convex composite functions, Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization, An adaptive fixed-point proximity algorithm for solving total variation denoising models, On Convergence Rates of Linearized Proximal Algorithms for Convex Composite Optimization with Applications, Error Bounds, Quadratic Growth, and Linear Convergence of Proximal Methods, Strong Metric (Sub)regularity of Karush–Kuhn–Tucker Mappings for Piecewise Linear-Quadratic Convex-Composite Optimization and the Quadratic Convergence of Newton’s Method, Nonsmooth Optimization Method for H∞ Output Feedback Control, Composite Optimization by Nonconvex Majorization-Minimization, Proximally Guided Stochastic Subgradient Method for Nonsmooth, Nonconvex Problems, Low-rank matrix recovery with composite optimization: good conditioning and rapid convergence, Variable Metric Forward-Backward Algorithm for Composite Minimization Problems, Efficiency of minimizing compositions of convex functions and smooth maps, Active‐Set Newton Methods and Partial Smoothness, Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization, Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems, Stochastic proximal linear method for structured non-convex problems, Learnable Descent Algorithm for Nonsmooth Nonconvex Image Reconstruction, High-Order Optimization Methods for Fully Composite Problems, A Study of Convex Convex-Composite Functions via Infimal Convolution with Applications, An extension of the proximal point algorithm beyond convexity, Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization, On strongly quasiconvex functions: existence results and proximal point algorithms, Accelerated gradient methods for nonconvex nonlinear and stochastic programming


Uses Software


Cites Work