[go: up one dir, main page]
More Web Proxy on the site http://driver.im/ skip to main content
research-article

An alternating structure-adapted Bregman proximal gradient descent algorithm for constrained nonconvex nonsmooth optimization problems and its inertial variant

Published: 24 June 2023 Publication History

Abstract

We consider the nonconvex nonsmooth minimization problem over abstract sets, whose objective function is the sum of a proper lower semicontinuous biconvex function of the entire variables and two smooth nonconvex functions of their private variables. Fully exploiting the problem structure, we propose an alternating structure-adapted Bregman proximal (ASABP for short) gradient descent algorithm, where the geometry of the abstract set and the function is captured by employing generalized Bregman function. Under the assumption that the underlying function satisfies the Kurdyka–Łojasiewicz property, we prove that each bounded sequence generated by ASABP globally converges to a critical point. We then adopt an inertial strategy to accelerate the ASABP algorithm (IASABP), and utilize a backtracking line search scheme to find “suitable” step sizes, making the algorithm efficient and robust. The global O(1/K) sublinear convergence rate measured by Bregman distance is also established. Furthermore, to illustrate the potential of ASABP and its inertial version (IASABP), we apply them to solving the Poisson linear inverse problem, and the results are promising.

References

[1]
Ahookhosh M, Hien L, Gillis N, and Patrinos P A block inertial Bregman proximal algorithm for nonsmooth nonconvex problems with application to symmetric nonnegative matrix tri-factorization J. Optim. Theory Appl. 2021 190 234-258
[2]
Ahookhosh M, Hien L, Gillis N, and Patrinos P Multi-block Bregman proximal alternating linearized minimization and its application to orthogonal nonnegative matrix factorization Comput. Optim. Appl. 2021 79 681-775
[3]
Attouch H, Bolte J, Redont P, and Soubeyran A Proximal alternating minimization and projection methods for nonconvex problems: an approach based on the Kurdyka-Łojasiewicz inequality Math. Oper. Res. 2010 35 438-457
[4]
Attouch H, Bolte J, and Svaiter B Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized gauss-seidel methods Math. Program. 2013 137 91-129
[5]
Bauschke H, Bolte J, Chen J, Teboulle M, and Wang X On linear convergence of non-Euclidean gradient methods without strong convexity and Lipschitz gradient continuity J. Optim. Theory Appl. 2019 182 1068-1087
[6]
Bauschke H, Bolte J, and Teboulle M A descent lemma beyond Lipschitz gradient continuity: first-order methods revisited and applications Math. Oper. Res. 2016 42 330-348
[7]
Benning M, Betcke M, Ehrhardt M, and Schonlieb C Choose your path wisely: gradient descent in a Bregman distance framework SIAM J. Imaging Sci. 2021 14 814-843
[8]
Bertero M, Boccacci P, Desiderà G, and Vicidomini G Image deblurring with Poisson data: from cells to galaxies Inverse Probl 2009 25 123006
[9]
Bertsekas D Nonlinear programming J. Oper. Res. Soc. 1997 48 334-334
[10]
Bertsekas, D., Tsitsiklis, J.: Parallel and Distributed Computation: Numerical Methods. Athena Scientific (2015)
[11]
Bolte J, Sabach S, and Teboulle M Proximal alternating linearized minimization for nonconvex and nonsmooth problems Math. Program. 2014 146 459-494
[12]
Bolte J, Sabach S, Teboulle M, and Vaisbourd Y First order methods beyond convexity and Lipschitz gradient continuity with applications to quadratic inverse problems SIAM J. Optim. 2018 28 2131-2151
[13]
Censor Y, Iusem A, and Zenios S An interior point method with Bregman functions for the variational inequality problem with paramonotone operators Math. Program. 1998 81 373-400
[14]
Gao X, Cai X, and Han D A Gauss-Seidel type inertial proximal alternating linearized minimization for a class of nonconvex optimization problems J. Global Optim. 2020 76 863-887
[15]
Han D A new hybrid generalized proximal point algorithm for variational inequality problems J. Global Optim. 2003 26 125-140
[16]
Hohage T and Werner F Inverse problems with Poisson data: statistical regularization theory, applications and algorithms Inverse Probl 2016 32 093001
[17]
Lu H, Freund R, and Nesterov Y Relatively smooth convex optimization by first-order methods, and applications SIAM J. Optim. 2018 28 333-354
[18]
Mukkamala M, Ochs P, Pock T, and Sabach S Convex-concave backtracking for inertial Bregman proximal gradient algorithms in nonconvex optimization SIAM J. Math. Data Sci. 2020 2 658-682
[19]
Nesterov, Y.: Introductory Lectures on Convex Optimization: A Basic Course. Springer (2003)
[20]
Nikolova M and Tan P Alternating structure-adapted proximal gradient descent for nonconvex nonsmooth block-regularized problems SIAM J. Optim. 2019 29 2053-2078
[21]
Pock T and Sabach S Inertial proximal alternating linearized minimization (iPALM) for nonconvex and nonsmooth problems SIAM J. Imaging Sci. 2016 9 1756-1787
[22]
Polyak B Some methods of speeding up the convergence of iteration methods USSR Comput. Maths. Math. Phys. 1964 4 1-17
[23]
Rockafellar R Convex Analysis 1970 Princeton Princeton University Press
[24]
Rockafellar, R., Wets, R.: Variational Analysis. Springer (2009)
[25]
Teboulle M A simplified view of first order methods for optimization Math. Program. 2018 170 67-96
[26]
Wu Z, Li C, Li M, and Lim A Inertial proximal gradient methods with bregman regularization for a class of nonconvex optimization problems J. Global Optim. 2021 79 617-644
[27]
Xu Y and Yin W A block coordinate descent method for regularized multiconvex optimization with applications to nonnegative tensor factorization and completion SIAM J. Imaging Sci. 2013 6 1758-1789
[28]
Zhang H, Dai Y, Guo L, and Peng W Proximal-like incremental aggregated gradient method with linear convergence under Bregman distance growth conditions Math. Oper. Res. 2021 46 61-81
[29]
Zhang X, Zhang X, Li X, Li Z, and Wang S Classify social image by integrating multi-modal content Multimed. Tools. Appl. 2018 77 7469-7485

Cited By

View all
  • (2025)Approximate bregman proximal gradient algorithm for relatively smooth nonconvex optimizationComputational Optimization and Applications10.1007/s10589-024-00618-z90:1(227-256)Online publication date: 1-Jan-2025
  • (2024)Semi-Adaptive Synergetic Two-Way Pseudoinverse Learning SystemPattern Recognition and Computer Vision10.1007/978-981-97-8505-6_9(121-134)Online publication date: 18-Oct-2024

Recommendations

Comments

Please enable JavaScript to view thecomments powered by Disqus.

Information & Contributors

Information

Published In

cover image Journal of Global Optimization
Journal of Global Optimization  Volume 87, Issue 1
Sep 2023
318 pages

Publisher

Kluwer Academic Publishers

United States

Publication History

Published: 24 June 2023
Accepted: 26 May 2023
Received: 08 October 2022

Author Tags

  1. Proximal gradient decent
  2. Bregman distance
  3. Inertial
  4. Kurdyka–Łojasiewicz property
  5. Nonconvex nonsmooth optimization

Author Tags

  1. 90C26
  2. 65K05
  3. 47J25

Qualifiers

  • Research-article

Funding Sources

  • Natural Science Foundation of China
  • National Natural Science Foundation of China

Contributors

Other Metrics

Bibliometrics & Citations

Bibliometrics

Article Metrics

  • Downloads (Last 12 months)0
  • Downloads (Last 6 weeks)0
Reflects downloads up to 27 Jan 2025

Other Metrics

Citations

Cited By

View all
  • (2025)Approximate bregman proximal gradient algorithm for relatively smooth nonconvex optimizationComputational Optimization and Applications10.1007/s10589-024-00618-z90:1(227-256)Online publication date: 1-Jan-2025
  • (2024)Semi-Adaptive Synergetic Two-Way Pseudoinverse Learning SystemPattern Recognition and Computer Vision10.1007/978-981-97-8505-6_9(121-134)Online publication date: 18-Oct-2024

View Options

View options

Figures

Tables

Media

Share

Share

Share this Publication link

Share on social media