A Bregman inertial forward-reflected-backward method for nonconvex minimization
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Publication:6403886
DOI10.1007/S10898-023-01348-YarXiv2207.01170OpenAlexW4389833084MaRDI QIDQ6403886FDOQ6403886
Authors: Xianfu Wang, Ziyuan Wang 
Publication date: 3 July 2022
Abstract: We propose a Bregman inertial forward-reflected-backward (BiFRB) method for nonconvex composite problems. Our analysis relies on a novel approach that imposes general conditions on implicit merit function parameters, which yields a stepsize condition that is independent of inertial parameters. In turn, a question of Malitsky and Tam regarding whether FRB can be equipped with a Nesterov-type acceleration is resolved. Assuming the generalized concave Kurdyka-{L}ojasiewicz property of a quadratic regularization of the objective, we obtain sequential convergence of BiFRB, as well as convergence rates on both the function value and actual sequence. We also present formulae for the Bregman subproblem, supplementing not only BiFRB but also the work of Boc{t}-Csetnek-L'aszl'o and Boc{t}-Csetnek. Numerical simulations are conducted to evaluate the performance of our proposed algorithm.
Full work available at URL: https://doi.org/10.1007/s10898-023-01348-y
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Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52) Inequalities involving derivatives and differential and integral operators (26D10)
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