Linear convergence of proximal incremental aggregated gradient method for nonconvex nonsmooth minimization problems
DOI10.1080/00036811.2020.1849634zbMATH Open1489.90138OpenAlexW3107941028MaRDI QIDQ5865360FDOQ5865360
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Publication date: 13 June 2022
Published in: Applicable Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00036811.2020.1849634
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linear convergencenonconvex nonsmooth minimizationmetrical subregularityproximal incremental aggregated gradient
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Stochastic programming (90C15)
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- Proximal-like incremental aggregated gradient method with linear convergence under Bregman distance growth conditions
Cited In (11)
- Block-coordinate and incremental aggregated proximal gradient methods for nonsmooth nonconvex problems
- An incremental aggregated proximal ADMM for linearly constrained nonconvex optimization with application to sparse logistic regression problems
- Linear convergence of proximal gradient algorithm with extrapolation for a class of nonconvex nonsmooth minimization problems
- Global convergence rate of proximal incremental aggregated gradient methods
- Proximal-like incremental aggregated gradient method with linear convergence under Bregman distance growth conditions
- Proximal-like incremental aggregated gradient method with Bregman distance in weakly convex optimization problems
- Variable smoothing incremental aggregated gradient method for nonsmooth nonconvex regularized optimization
- Nonconvex proximal incremental aggregated gradient method with linear convergence
- SPIRAL: a superlinearly convergent incremental proximal algorithm for nonconvex finite sum minimization
- Inertial proximal incremental aggregated gradient method with linear convergence guarantees
- Proximal variable smoothing method for three-composite nonconvex nonsmooth minimization with a linear operator
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