Convergence of alternating direction method for minimizing sum of two nonconvex functions with linear constraints
From MaRDI portal
Publication:4976346
DOI10.1080/00207160.2016.1227432zbMath1375.90239OpenAlexW2516602727MaRDI QIDQ4976346
No author found.
Publication date: 28 July 2017
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2016.1227432
global convergencenonconvex optimizationlinear constraintsalternating direction method of multipliersKurdyka-Łojasiewicz inequality
Nonconvex programming, global optimization (90C26) Numerical optimization and variational techniques (65K10) Nonsmooth analysis (49J52) Decomposition methods (49M27)
Related Items
An inertial proximal alternating direction method of multipliers for nonconvex optimization ⋮ A survey on some recent developments of alternating direction method of multipliers ⋮ Douglas-Rachford splitting and ADMM for nonconvex optimization: accelerated and Newton-type linesearch algorithms ⋮ An inertial Bregman generalized alternating direction method of multipliers for nonconvex optimization ⋮ Minimization of $L_1$ Over $L_2$ for Sparse Signal Recovery with Convergence Guarantee ⋮ Convergence of linear Bregman ADMM for nonconvex and nonsmooth problems with nonseparable structure ⋮ Low Tucker rank tensor recovery via ADMM based on exact and inexact iteratively reweighted algorithms ⋮ Alternating direction method of multipliers for nonconvex fused regression problems ⋮ Low-rank matrix recovery problem minimizing a new ratio of two norms approximating the rank function then using an ADMM-type solver with applications ⋮ Solution methodologies for minimizing a sum of pointwise minima of two functions ⋮ Convergence of ADMM for multi-block nonconvex separable optimization models ⋮ A generalized inertial proximal alternating linearized minimization method for nonconvex nonsmooth problems ⋮ A Symmetric Alternating Direction Method of Multipliers for Separable Nonconvex Minimization Problems ⋮ The Proximal Alternating Direction Method of Multipliers in the Nonconvex Setting: Convergence Analysis and Rates ⋮ A two-level distributed algorithm for nonconvex constrained optimization ⋮ Iterative \(p\)-shrinkage thresholding algorithm for low Tucker rank tensor recovery ⋮ Unnamed Item ⋮ A nonconvex ADMM for a class of sparse inverse semidefinite quadratic programming problems ⋮ SPECT with a multi-bang assumption on attenuation ⋮ An incremental aggregated proximal ADMM for linearly constrained nonconvex optimization with application to sparse logistic regression problems ⋮ Multi-block nonconvex nonsmooth proximal ADMM: convergence and rates under Kurdyka-Łojasiewicz property ⋮ Unnamed Item ⋮ Nonconvex TGV regularization model for multiplicative noise removal with spatially varying parameters ⋮ Decomposition Methods for Computing Directional Stationary Solutions of a Class of Nonsmooth Nonconvex Optimization Problems ⋮ Local linear convergence of an ADMM-type splitting framework for equality constrained optimization ⋮ An efficient non-convex total variation approach for image deblurring and denoising ⋮ The alternating direction method of multipliers for finding the distance between ellipsoids ⋮ Sparsity reconstruction using nonconvex TGpV-shearlet regularization and constrained projection ⋮ Convergence analysis of the generalized splitting methods for a class of nonconvex optimization problems ⋮ Local linear convergence of the alternating direction method of multipliers for nonconvex separable optimization problems ⋮ A Scale-Invariant Approach for Sparse Signal Recovery ⋮ An extended proximal ADMM algorithm for three-block nonconvex optimization problems ⋮ Douglas--Rachford Splitting and ADMM for Nonconvex Optimization: Tight Convergence Results ⋮ On the iteration-complexity of a non-Euclidean hybrid proximal extragradient framework and of a proximal ADMM ⋮ A hybrid Bregman alternating direction method of multipliers for the linearly constrained difference-of-convex problems ⋮ An inertial proximal partially symmetric ADMM-based algorithm for linearly constrained multi-block nonconvex optimization problems with applications ⋮ Convergence and rate analysis of a proximal linearized ADMM for nonconvex nonsmooth optimization ⋮ Proximal ADMM for nonconvex and nonsmooth optimization ⋮ Limited-Angle CT Reconstruction via the $L_1/L_2$ Minimization ⋮ Robust Tensor Completion: Equivalent Surrogates, Error Bounds, and Algorithms ⋮ Inertial accelerated SGD algorithms for solving large-scale lower-rank tensor CP decomposition problems
Cites Work
- Proximal alternating linearized minimization for nonconvex and nonsmooth problems
- Variable metric forward-backward algorithm for minimizing the sum of a differentiable function and a convex function
- An alternating direction algorithm for matrix completion with nonnegative factors
- On the convergence of the proximal algorithm for nonsmooth functions involving analytic features
- Convergence to equilibrium for the backward Euler scheme and applications
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- On gradients of functions definable in o-minimal structures
- Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized Gauss-Seidel methods
- Nonnegative tensor factorizations using an alternating direction method
- Convergence of non-smooth descent methods using the Kurdyka-Łojasiewicz inequality
- Splitting methods with variable metric for Kurdyka-Łojasiewicz functions and general convergence rates
- Linear Convergence of the Alternating Direction Method of Multipliers for a Class of Convex Optimization Problems
- On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method
- Convergence Analysis of Alternating Direction Method of Multipliers for a Family of Nonconvex Problems
- Alternating direction methods for classical and ptychographic phase retrieval
- Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Łojasiewicz Inequality
- The Numerical Solution of Parabolic and Elliptic Differential Equations
- Global Convergence of Splitting Methods for Nonconvex Composite Optimization
- Clarke Subgradients of Stratifiable Functions
- Characterizations of Łojasiewicz inequalities: Subgradient flows, talweg, convexity
- Splitting Algorithms for the Sum of Two Nonlinear Operators
- Variational Analysis
- Parallel Algorithms for Constrained Tensor Factorization via Alternating Direction Method of Multipliers
- Variational Analysis and Generalized Differentiation I
- Local Linear Convergence of the Alternating Direction Method of Multipliers for Quadratic Programs
- Local Linear Convergence of the Alternating Direction Method of Multipliers on Quadratic or Linear Programs
- The Łojasiewicz Inequality for Nonsmooth Subanalytic Functions with Applications to Subgradient Dynamical Systems
- Convergence of the Iterates of Descent Methods for Analytic Cost Functions