An inexact regularized proximal Newton method for nonconvex and nonsmooth optimization

DOI10.1007/S10589-024-00560-0MaRDI QIDQ6411230zbMATH OpenFDO

Authors Ruyu Liu, Shaohua Pan, Yuqia Wu, Xiao Qi Yang

Publication date 19 September 2022

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10589-024-00560-0

Mathematics Subject Classification ID

Newton-type methods (49M15) Nonconvex programming, global optimization (90C26) Methods of successive quadratic programming type (90C55) Mathematical programming (90Cxx)

Abstract: This paper focuses on the minimization of a sum of a twice continuously differentiable function $f$ and a nonsmooth convex function. We propose an inexact regularized proximal Newton method by an approximation of the Hessian $abl{a}^2!f(x)$ involving the $varrho$th power of the KKT residual. For $varrho=0$, we demonstrate the global convergence of the iterate sequence for the KL objective function and its $R$-linear convergence rate for the KL objective function of exponent $1/2$. For $varrhoin(0,1)$, we establish the global convergence of the iterate sequence and its superlinear convergence rate of order $q(1!+!varrho)$ under an assumption that cluster points satisfy a local H"{o}lderian local error bound of order $qin(max(varrho,frac11+varrho),1]$ on the strong stationary point set; and when cluster points satisfy a local error bound of order $q>1+varrho$ on the common stationary point set, we also obtain the global convergence of the iterate sequence, and its superlinear convergence rate of order $frac(q-varrho{)}^{2}q$ if $q>frac2varrho+1+sqrt4varrho+12$. A dual semismooth Newton augmented Lagrangian method is developed for seeking an inexact minimizer of subproblem. Numerical comparisons with two state-of-the-art methods on $el{l}_1$-regularized Student's $t$-regression, group penalized Student's $t$-regression, and nonconvex image restoration confirm the efficiency of the proposed method.

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Cited in

(12)

• Generalized Newton Method with Positive Definite Regularization for Nonsmooth Optimization Problems with Nonisolated Solutions
• A VMiPG method for composite optimization with nonsmooth term having no closed-form proximal mapping
• An inexact regularized proximal Newton method without line search
• A fully relaxed Tseng's splitting method
• Adaptive sieving: a dimension reduction technique for sparse optimization problems
• Convergence of ZH-type nonmonotone descent method for Kurdyka-Łojasiewicz optimization problems
• An inexact q-order regularized proximal Newton method for nonconvex composite optimization
• An inexact proximal Newton method for nonconvex composite minimization
• An inexact projected regularized Newton method for fused zero-norms regularization problems
• A proximal modified quasi-Newton method for nonsmooth regularized optimization
• A linesearch-type normal map-based semismooth Newton method for nonsmooth nonconvex composite optimization
• Inexact proximal linearized algorithm for difference of convex composite functions

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