Title
Alternating Structure-Adapted Proximal Gradient Descent for Nonconvex Nonsmooth Block-Regularized Problems.
Abstract
There has been increasing interest in constrained nonconvex regularized block optimization problems. We introduce an approach that enables complex application-dependent regularization terms to be used. The proposed alternating structure-adapted proximal gradient descent algorithm enjoys simple well-defined updates and is proved to be a value-convergent descent scheme in general cases. Global convergence of the algorithm to a critical point is proved using the so-called Kurdyka-Lojasiewicz property.
Year
DOI
Venue
2019
10.1137/17M1142624
SIAM JOURNAL ON OPTIMIZATION
Keywords
Field
DocType
alternating minimization,block coordinate descent,global convergence,Kurdyka-Lojasiewicz property,nonconvex-nonsmooth optimization,forward-backward splitting,proximal gradient descent,subdifferential calculus
Gradient descent,Mathematical optimization,Regularization (mathematics),Optimization problem,Mathematics
Journal
Volume
Issue
ISSN
29
3
1052-6234
Citations 
PageRank 
References 
0
0.34
0
Authors
2
Name
Order
Citations
PageRank
Mila Nikolova11792105.71
Pauline Tan200.68