On the nonmonotone linesearch for a class of infinite-dimensional nonsmooth problems

arXiv2303.01878MaRDI QIDQ6428279FDOQ6428279

Publication date: 3 March 2023

Abstract: This paper provides a comprehensive study of the nonmonotone forward-backward splitting (FBS) method for solving a class of nonsmooth composite problems in Hilbert spaces. The objective function is the sum of a Fr'echet differentiable (not necessarily convex) function and a proper lower semicontinuous convex (not necessarily smooth) function. These problems appear, for example, frequently in the context of optimal control of nonlinear partial differential equations (PDEs) with nonsmooth sparsity promoting cost functionals. We discuss the convergence and complexity of FBS equipped with the nonmonotone linesearch under different conditions. In particular, R-linear convergence will be derived under quadratic growth-type conditions. We also investigate the applicability of the algorithm to problems governed by PDEs. Numerical experiments are also given that justify our theoretical findings.

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Numerical methods based on nonlinear programming (49M37) Numerical solution to inverse problems in abstract spaces (65J22) Numerical methods for variational inequalities and related problems (65K15) PDE constrained optimization (numerical aspects) (49M41)

This page was built for publication: On the nonmonotone linesearch for a class of infinite-dimensional nonsmooth problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6428279)