Accelerated inexact composite gradient methods for nonconvex spectral optimization problems
Author
Abstract
Suggested Citation
DOI: 10.1007/s10589-022-00377-9
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- NESTEROV, Yurii, 2013. "Gradient methods for minimizing composite functions," LIDAM Reprints CORE 2510, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Weiwei Kong & Jefferson G. Melo & Renato D. C. Monteiro, 2020. "An efficient adaptive accelerated inexact proximal point method for solving linearly constrained nonconvex composite problems," Computational Optimization and Applications, Springer, vol. 76(2), pages 305-346, June.
- Renato D. C. Monteiro & Camilo Ortiz & Benar F. Svaiter, 2016. "An adaptive accelerated first-order method for convex optimization," Computational Optimization and Applications, Springer, vol. 64(1), pages 31-73, May.
- Bo Wen & Xiaojun Chen & Ting Kei Pong, 2018. "A proximal difference-of-convex algorithm with extrapolation," Computational Optimization and Applications, Springer, vol. 69(2), pages 297-324, March.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Jiaming Liang & Renato D. C. Monteiro, 2023. "Average curvature FISTA for nonconvex smooth composite optimization problems," Computational Optimization and Applications, Springer, vol. 86(1), pages 275-302, September.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Patrick R. Johnstone & Pierre Moulin, 2017. "Local and global convergence of a general inertial proximal splitting scheme for minimizing composite functions," Computational Optimization and Applications, Springer, vol. 67(2), pages 259-292, June.
- Peiran Yu & Ting Kei Pong, 2019. "Iteratively reweighted $$\ell _1$$ ℓ 1 algorithms with extrapolation," Computational Optimization and Applications, Springer, vol. 73(2), pages 353-386, June.
- Donghwan Kim & Jeffrey A. Fessler, 2018. "Adaptive Restart of the Optimized Gradient Method for Convex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 178(1), pages 240-263, July.
- Weiwei Kong & Renato D. C. Monteiro, 2023. "An accelerated inexact dampened augmented Lagrangian method for linearly-constrained nonconvex composite optimization problems," Computational Optimization and Applications, Springer, vol. 85(2), pages 509-545, June.
- Ren Jiang & Zhifeng Ji & Wuling Mo & Suhua Wang & Mingjun Zhang & Wei Yin & Zhen Wang & Yaping Lin & Xueke Wang & Umar Ashraf, 2022. "A Novel Method of Deep Learning for Shear Velocity Prediction in a Tight Sandstone Reservoir," Energies, MDPI, vol. 15(19), pages 1-20, September.
- Masaru Ito, 2016. "New results on subgradient methods for strongly convex optimization problems with a unified analysis," Computational Optimization and Applications, Springer, vol. 65(1), pages 127-172, September.
- TAYLOR, Adrien B. & HENDRICKX, Julien M. & François GLINEUR, 2016.
"Exact worst-case performance of first-order methods for composite convex optimization,"
LIDAM Discussion Papers CORE
2016052, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Adrien B. TAYLOR & Julien M. HENDRICKX & François GLINEUR, 2017. "Exact worst-case performance of first-order methods for composite convex optimization," LIDAM Reprints CORE 2875, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Dimitris Bertsimas & Ryan Cory-Wright, 2022. "A Scalable Algorithm for Sparse Portfolio Selection," INFORMS Journal on Computing, INFORMS, vol. 34(3), pages 1489-1511, May.
- Kai Tu & Haibin Zhang & Huan Gao & Junkai Feng, 2020. "A hybrid Bregman alternating direction method of multipliers for the linearly constrained difference-of-convex problems," Journal of Global Optimization, Springer, vol. 76(4), pages 665-693, April.
- Weibin Mo & Yufeng Liu, 2022. "Efficient learning of optimal individualized treatment rules for heteroscedastic or misspecified treatment‐free effect models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(2), pages 440-472, April.
- Liu, Yulan & Bi, Shujun, 2019. "Error bounds for non-polyhedral convex optimization and applications to linear convergence of FDM and PGM," Applied Mathematics and Computation, Elsevier, vol. 358(C), pages 418-435.
- Sun, Shilin & Wang, Tianyang & Yang, Hongxing & Chu, Fulei, 2022. "Damage identification of wind turbine blades using an adaptive method for compressive beamforming based on the generalized minimax-concave penalty function," Renewable Energy, Elsevier, vol. 181(C), pages 59-70.
- Saif Eddin Jabari & Nikolaos M. Freris & Deepthi Mary Dilip, 2020. "Sparse Travel Time Estimation from Streaming Data," Transportation Science, INFORMS, vol. 54(1), pages 1-20, January.
- Ching-pei Lee & Stephen J. Wright, 2019. "Inexact Successive quadratic approximation for regularized optimization," Computational Optimization and Applications, Springer, vol. 72(3), pages 641-674, April.
- W. Ackooij & S. Demassey & P. Javal & H. Morais & W. Oliveira & B. Swaminathan, 2021. "A bundle method for nonsmooth DC programming with application to chance-constrained problems," Computational Optimization and Applications, Springer, vol. 78(2), pages 451-490, March.
- Le Thi Khanh Hien & Cuong V. Nguyen & Huan Xu & Canyi Lu & Jiashi Feng, 2019. "Accelerated Randomized Mirror Descent Algorithms for Composite Non-strongly Convex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 181(2), pages 541-566, May.
- Ya-Feng Liu & Xin Liu & Shiqian Ma, 2019. "On the Nonergodic Convergence Rate of an Inexact Augmented Lagrangian Framework for Composite Convex Programming," Mathematics of Operations Research, INFORMS, vol. 44(2), pages 632-650, May.
- Reza Eghbali & Maryam Fazel, 2017. "Decomposable norm minimization with proximal-gradient homotopy algorithm," Computational Optimization and Applications, Springer, vol. 66(2), pages 345-381, March.
- NESTEROV, Yu. & SHIKHMAN, Vladimir, 2014. "Convergent subgradient methods for nonsmooth convex minimization," LIDAM Discussion Papers CORE 2014005, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Christian Kanzow & Theresa Lechner, 2021. "Globalized inexact proximal Newton-type methods for nonconvex composite functions," Computational Optimization and Applications, Springer, vol. 78(2), pages 377-410, March.
More about this item
Keywords
Composite nonconvex problem; Iteration complexity; Inexact composite gradient method; First-order accelerated gradient method; Spectral optimization;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:coopap:v:82:y:2022:i:3:d:10.1007_s10589-022-00377-9. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.