A Bregman inertial forward-reflected-backward method for nonconvex minimization

被引:0
|
作者
Wang, Xianfu [1 ]
Wang, Ziyuan [1 ]
机构
[1] Univ British Columbia, Irving K Barber Fac Sci, Dept Math, Kelowna, BC V1V 1V7, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
Generalized concave Kurdyka-Lojasiewicz property; Bregman proximal mapping; Forward-reflected-backward splitting; Implicit merit function; Nonconvex optimization; Inertial effect; PROXIMAL ALGORITHM; SPLITTING METHOD; CONVERGENCE; IPIANO; SUM;
D O I
10.1007/s10898-023-01348-y
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We propose a Bregman inertial forward-reflected-backward (BiFRB) method for nonconvex composite problems. Assuming the generalized concave Kurdyka-Lojasiewicz property, we obtain sequential convergence of BiFRB, as well as convergence rates on both the function value and actual sequence. One distinguishing feature in our analysis is that we utilize a careful treatment of merit function parameters, circumventing the usual restrictive assumption on the inertial parameters. We also present formulae for the Bregman subproblem, supplementing not only BiFRB but also the work of Bot-Csetnek-Laszlo and Bot-Csetnek. Numerical simulations are conducted to evaluate the performance of our proposed algorithm.
引用
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页码:327 / 354
页数:28
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