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Linear convergence of inexact descent method and inexact proximal gradient algorithms for lower-order regularization problems

Author

Listed:
  • Yaohua Hu

    (Shenzhen University)

  • Chong Li

    (Zhejiang University)

  • Kaiwen Meng

    (Southwestern University of Finance and Economics)

  • Xiaoqi Yang

    (The Hong Kong Polytechnic University)

Abstract

The $$\ell _p$$ ℓ p regularization problem with $$0

Suggested Citation

  • Yaohua Hu & Chong Li & Kaiwen Meng & Xiaoqi Yang, 2021. "Linear convergence of inexact descent method and inexact proximal gradient algorithms for lower-order regularization problems," Journal of Global Optimization, Springer, vol. 79(4), pages 853-883, April.
    • Handle: RePEc:spr:jglopt:v:79:y:2021:i:4:d:10.1007_s10898-020-00955-3
    DOI: 10.1007/s10898-020-00955-3
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    References listed on IDEAS

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    1. Hédy Attouch & Jérôme Bolte & Patrick Redont & Antoine Soubeyran, 2010. "Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Łojasiewicz Inequality," Mathematics of Operations Research, INFORMS, vol. 35(2), pages 438-457, May.
    2. Zhaosong Lu & Yong Zhang & Jian Lu, 2017. "$$\ell _p$$ ℓ p Regularized low-rank approximation via iterative reweighted singular value minimization," Computational Optimization and Applications, Springer, vol. 68(3), pages 619-642, December.
    3. NESTEROV, Yurii, 2013. "Gradient methods for minimizing composite functions," LIDAM Reprints CORE 2510, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. Pierre Frankel & Guillaume Garrigos & Juan Peypouquet, 2015. "Splitting Methods with Variable Metric for Kurdyka–Łojasiewicz Functions and General Convergence Rates," Journal of Optimization Theory and Applications, Springer, vol. 165(3), pages 874-900, June.
    5. P. Tseng & S. Yun, 2009. "Block-Coordinate Gradient Descent Method for Linearly Constrained Nonsmooth Separable Optimization," Journal of Optimization Theory and Applications, Springer, vol. 140(3), pages 513-535, March.
    6. X. X. Huang & X. Q. Yang, 2003. "A Unified Augmented Lagrangian Approach to Duality and Exact Penalization," Mathematics of Operations Research, INFORMS, vol. 28(3), pages 533-552, August.
    7. Kristian Bredies & Dirk A. Lorenz & Stefan Reiterer, 2015. "Minimization of Non-smooth, Non-convex Functionals by Iterative Thresholding," Journal of Optimization Theory and Applications, Springer, vol. 165(1), pages 78-112, April.
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    Cited by:

    1. Sixuan Bai & Minghua Li & Chengwu Lu & Daoli Zhu & Sien Deng, 2022. "The Equivalence of Three Types of Error Bounds for Weakly and Approximately Convex Functions," Journal of Optimization Theory and Applications, Springer, vol. 194(1), pages 220-245, July.
    2. Hao Wang & Hao Zeng & Jiashan Wang, 2022. "An extrapolated iteratively reweighted $$\ell _1$$ ℓ 1 method with complexity analysis," Computational Optimization and Applications, Springer, vol. 83(3), pages 967-997, December.
    3. Szilárd Csaba László, 2023. "A Forward–Backward Algorithm With Different Inertial Terms for Structured Non-Convex Minimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 198(1), pages 387-427, July.

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