Malitsky-Tam forward-reflected-backward splitting method for nonconvex minimization problems

被引:4
|
作者
Wang, Xianfu [1 ]
Wang, Ziyuan [1 ]
机构
[1] Univ British Columbia, 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; Proximal mapping; Malitsky-Tam forward-reflected-backward splitting method; Merit function; Global convergence; Nonconvex optimization; PROXIMAL ALGORITHM; NONSMOOTH; CONVERGENCE;
D O I
10.1007/s10589-022-00364-0
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 extend the Malitsky-Tam forward-reflected-backward (FRB) splitting method for inclusion problems of monotone operators to nonconvex minimization problems. By assuming the generalized concave Kurdyka-Lojasiewicz (KL) property of a quadratic regularization of the objective, we show that the FRB method converges globally to a stationary point of the objective and enjoys the finite length property. Convergence rates are also given. The sharpness of our approach is guaranteed by virtue of the exact modulus associated with the generalized concave KL property. Numerical experiments suggest that FRB is competitive compared to the Douglas-Rachford method and the Bot-Csetnek inertial Tseng's method.
引用
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页码:441 / 463
页数:23
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