Stochastic alternating structure-adapted proximal gradient descent method with variance reduction for nonconvex nonsmooth optimization

DOI10.1090/MCOM/3867OpenAlexW4392583671MaRDI QIDQ6129003FDOQ6129003

Authors: Zehui Jia, Wenxing Zhang, Xing-Ju Cai, Deren Han 

Publication date: 16 April 2024

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/mcom/3867

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zbMATH Keywords

variance reductionerror boundproximitynonconvex nonsmooth optimizationsublinear convergence rateKurdyka-Łojasiewicz property

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Convex programming (90C25) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Parallel algorithms in computer science (68W10)

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• An Accelerated Stochastic ADMM for Nonconvex and Nonsmooth Finite-Sum Optimization
• Proximal stochastic recursive momentum algorithm for nonsmooth nonconvex optimization problems
• Variance-reduced reshuffling gradient descent for nonconvex optimization: centralized and distributed algorithms

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