Alternating minimization, proximal minimization and optimization transfer are equivalent

zbMATH Open1392.90092arXiv1512.03034MaRDI QIDQ4644030FDOQ4644030

Authors: Charles Byrne, Jongsoo Lee 

Publication date: 30 May 2018

Abstract: We show that proximal minimization algorithms (PMA), majorization minimization (MM), and alternating minimization (AM) are equivalent. Each type of algorithm leads to a decreasing sequence of objective function. New conditions on PMA are given (the limit of the decreasing sequence of objective function is indeed the infimum of the objective function), which lead to new conditions on AM for the sequence Phi to converge to its infimum. These conditions can then be translated into the language of MM. Examples are given of each type of algorithm and some open questions are posed.

Full work available at URL: https://arxiv.org/abs/1512.03034

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zbMATH Keywords

convex functionsBregman distancealternating minimizationproximal minimizationoptimization transfer

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonconvex programming, global optimization (90C26)

Cited In (5)

• Auxiliary-function minimization algorithms
• Title not available (Why is that?)
• Title not available (Why is that?)
• A New Class of Alternating Proximal Minimization Algorithms with Costs-to-Move
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