A Block Inertial Bregman Proximal Algorithm for Nonsmooth Nonconvex Problems with Application to Symmetric Nonnegative Matrix Tri-Factorization

被引:10
作者
Ahookhosh, Masoud [1 ]
Hien, Le Thi Khanh [2 ]
Gillis, Nicolas [2 ]
Patrinos, Panagiotis [3 ]
机构
[1] Univ Antwerp, Dept Math, Middelheimlaan 1, B-2020 Antwerp, Belgium
[2] Univ Mons, Fac Polytech, Dept Math & Operat Res, Rue Houdain 9, B-7000 Mons, Belgium
[3] Dept Elect Engn ESAT STADIUS KU Leuven, Kasteelpk Arenberg 10, B-3001 Leuven, Belgium
基金
欧盟地平线“2020”;
关键词
Nonsmooth nonconvex optimization; Block Bregman proximal algorithm; Inertial effects; Block relative smoothness; Symmetric nonnegative matrix tri-factorization; ALTERNATING LINEARIZED MINIMIZATION; CONVEX-OPTIMIZATION; 1ST-ORDER METHODS; DESCENT METHODS; CONVERGENCE;
D O I
10.1007/s10957-021-01880-5
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 BIBPA, a block inertial Bregman proximal algorithm for minimizing the sum of a block relatively smooth function (that is, relatively smooth concerning each block) and block separable nonsmooth nonconvex functions. We show that the cluster points of the sequence generated by BIBPA are critical points of the objective under standard assumptions, and this sequence converges globally when a regularization of the objective function satisfies the Kurdyka-Lojasiewicz (KL) property. We also provide the convergence rate when a regularization of the objective function satisfies the Lojasiewicz inequality. We apply BIBPA to the symmetric nonnegative matrix tri-factorization (SymTriNMF) problem, where we propose kernel functions for SymTriNMF and provide closed-form solutions for subproblems of BIBPA.
引用
收藏
页码:234 / 258
页数:25
相关论文
共 54 条
[51]  
Wang H., 2011, Proceedings of the 20th ACM international conference on Information and knowledge management, P279
[52]  
Wang X., 2018, BLOCK COORDINATE PRO
[53]  
Zhang X., 2019, ARXIV PREPRINT ARXIV
[54]  
Zhang Y, 2012, P 18 ACM SIGKDD INT, P606