On the linear convergence of a proximal gradient method for a class of nonsmooth convex minimization problems

DOI10.1007/S40305-013-0015-XzbMATH Open1334.90127OpenAlexW2089767665MaRDI QIDQ457540FDOQ457540

Jiao-Jiao Jiang, Zhi-Quan Luo, Hai-Bin Zhang

Publication date: 29 September 2014

Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40305-013-0015-x

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zbMATH Keywords

proximal gradient methoderror boundlinear convergencesparse group lasso

Mathematics Subject Classification ID

Convex programming (90C25) Methods of reduced gradient type (90C52)

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• Regularization and Variable Selection Via the Elastic Net
• Model Selection and Estimation in Regression with Grouped Variables
• Introductory lectures on convex optimization. A basic course.
• The Group Lasso for Logistic Regression
• Convex Analysis
• A coordinate gradient descent method for nonsmooth separable minimization
• Sparse group Lasso and high dimensional multinomial classification
• Title not available (Why is that?)
• Sparse Reconstruction by Separable Approximation
• Signal Recovery by Proximal Forward-Backward Splitting
• Approximation accuracy, gradient methods, and error bound for structured convex optimization
• On the Linear Convergence of Descent Methods for Convex Essentially Smooth Minimization

Cited In (26)

• A Block Successive Upper-Bound Minimization Method of Multipliers for Linearly Constrained Convex Optimization
• A parallel line search subspace correction method for composite convex optimization
• A family of inexact SQA methods for non-smooth convex minimization with provable convergence guarantees based on the Luo-Tseng error bound property
• On the proximal Landweber Newton method for a class of nonsmooth convex problems
• Title not available (Why is that?)
• Linear convergence of inexact descent method and inexact proximal gradient algorithms for lower-order regularization problems
• Title not available (Why is that?)
• The forward-backward splitting method and its convergence rate for the minimization of the sum of two functions in Banach spaces
• On globally Q-linear convergence of a splitting method for group Lasso
• On the linear convergence of the alternating direction method of multipliers
• A First-Order Optimization Algorithm for Statistical Learning with Hierarchical Sparsity Structure
• An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems
• A globally convergent proximal Newton-type method in nonsmooth convex optimization
• Optimal portfolio selections via \(\ell_{1, 2}\)-norm regularization
• A dual semismooth Newton based augmented Lagrangian method for large-scale linearly constrained sparse group square-root Lasso problems
• Proximal gradient method with automatic selection of the parameter by automatic differentiation
• Nonconvex proximal incremental aggregated gradient method with linear convergence
• A unified approach to error bounds for structured convex optimization problems
• On proximal gradient method for the convex problems regularized with the group reproducing kernel norm
• On the linear convergence of the approximate proximal splitting method for non-smooth convex optimization
• Variational analysis perspective on linear convergence of some first order methods for nonsmooth convex optimization problems
• Iteration complexity analysis of block coordinate descent methods
• A modified proximal gradient method for a family of nonsmooth convex optimization problems
• A proximal sub-gradient method for group Lasso-type problems
• Decomposable norm minimization with proximal-gradient homotopy algorithm
• Title not available (Why is that?)

Uses Software

• UNLocBoX
• SLEP
• msgl

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