Fast gradient algorithm with dry-like friction and nonmonotone line search for nonconvex optimization problems

DOI10.1137/22M1532354MaRDI QIDQ6579998zbMATH OpenFDO

Authors Lien T. Nguyen, A. C. Eberhard, Xinghuo Yu, Chaojie Li

Publication date 29 July 2024

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/22M1532354

zbMATH Keywords

dry frictiongradient algorithminertial techniquesKL propertyline searchlinear convergenceMoreau envelopenonconvex optimizationproximal operator

Mathematics Subject Classification ID

Rate of convergence, degree of approximation (41A25) Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Nonconvex programming, global optimization (90C26)

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Cites work

• A differential equation for modeling Nesterov's accelerated gradient method: theory and insights
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A Nonmonotone Line Search Technique for Newton’s Method
• A note on the dynamics of an oscillator in the presence of strong friction.
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• Benchmarking optimization software with performance profiles.
• Calculus of the exponent of Kurdyka-Łojasiewicz inequality and its applications to linear convergence of first-order methods
• Convergence Conditions for Ascent Methods
• Finite convergence of proximal-gradient inertial algorithms combining dry friction with Hessian-driven damping
• Finite-time stabilization of continuous inertial dynamics combining dry friction with Hessian-driven damping
• First-order inertial algorithms involving dry friction damping
• Fixed-Time Gradient Dynamics With Time-Varying Coefficients for Continuous-Time Optimization
• General inertial proximal gradient method for a class of nonconvex nonsmooth optimization problems
• scientific article; zbMATH DE number 3371284 (Why is no real title available?)
• Minimization of functions having Lipschitz continuous first partial derivatives
• On damped second-order gradient systems
• On gradients of functions definable in o-minimal structures
• On the nonmonotone line search
• Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Łojasiewicz Inequality
• Proximal gradient method with extrapolation and line search for a class of non-convex and non-smooth problems
• Some methods of speeding up the convergence of iteration methods
• Sparse Reconstruction by Separable Approximation

Cited in

(3)

• First order inertial optimization algorithms with threshold effects associated with dry friction
• Finite-time nonconvex optimization using time-varying dynamical systems
• Extrapolated hard thresholding algorithms with finite length for composite _0 penalized problems

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