Alternating minimization, proximal minimization and optimization transfer are equivalent

MaRDI QIDQ4644030zbMATH OpenFDO

Authors Charles Byrne, Jongsoo Lee

Publication date 30 May 2018

Full work available at URL https://arxiv.org/abs/1512.03034, http://www.yokohamapublishers.jp/online2/opjnca/vol18/2007.html

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)

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.

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(5)

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• scientific article; zbMATH DE number 2085383 (Why is no real title available?)
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• A New Class of Alternating Proximal Minimization Algorithms with Costs-to-Move
• scientific article; zbMATH DE number 2110454 (Why is no real title available?)

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