Global convergence of proximal iteratively reweighted algorithm

被引：16
作者：
Sun, Tao [1 ]
Jiang, Hao [2 ]
Cheng, Lizhi [1 ,3 ]
机构：
[1] Natl Univ Def Technol, Coll Sci, Changsha 410073, Hunan, Peoples R China
[2] Natl Univ Def Technol, Coll Comp, Changsha 410073, Hunan, Peoples R China
[3] Natl Univ Def Technol, State Key Lab High Performance Computat, Changsha 410073, Hunan, Peoples R China
来源：
JOURNAL OF GLOBAL OPTIMIZATION | 2017年 / 68卷 / 04期
基金：
美国国家科学基金会;
关键词：
Proximal iteratively reweighted algorithm; Kurdyka-Lojasiewicz function; Convergence analysis; Parallel splitting; Alternating updating; NONCONVEX; OPTIMIZATION; MINIMIZATION;
D O I：
10.1007/s10898-017-0507-z
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：
In this paper, we investigate the convergence of the proximal iteratively reweighted algorithm for a class of nonconvex and nonsmooth problems. Such problems actually include numerous models in the area of signal processing and machine learning research. Two extensions of the algorithm are also studied. We provide a unified scheme for these three algorithms. With the Kurdyka-Lojasiewicz property, we prove that the unified algorithm globally converges to a critical point of the objective function.
引用
收藏
页码：815 / 826
页数：12
相关论文
共 50 条
  • [31] Global convergence of model function based Bregman proximal minimization algorithms
    Mukkamala, Mahesh Chandra
    Fadili, Jalal
    Ochs, Peter
    JOURNAL OF GLOBAL OPTIMIZATION, 2022, 83 (04) : 753 - 781
  • [32] ITERATIVELY REWEIGHTED GROUP LASSO BASED ON LOG-COMPOSITE REGULARIZATION
    Ke, Chengyu
    Ahn, Miju
    Shin, Sunyoung
    Lou, Yifei
    SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2021, 43 (05) : S655 - S678
  • [33] Iteratively Reweighted Spherical Equivalent Source Method for Acoustic Source Identification
    Ping, Guoli
    Chu, Zhigang
    Yang, Yang
    Chen, Xu
    IEEE ACCESS, 2019, 7 : 51513 - 51521
  • [34] Improved iteratively reweighted least squares algorithms for sparse recovery problem
    Liu, Yufeng
    Zhu, Zhibin
    Zhang, Benxin
    IET IMAGE PROCESSING, 2022, 16 (05) : 1324 - 1340
  • [35] Iteratively Reweighted Optimum Linear Regression in the Presence of Generalized Gaussian Noise
    Wen, Fuxi
    Liu, Wei
    2016 IEEE INTERNATIONAL CONFERENCE ON DIGITAL SIGNAL PROCESSING (DSP), 2016, : 657 - 661
  • [36] An accelerated IRNN-Iteratively Reweighted Nuclear Norm algorithm for nonconvex nonsmooth low-rank minimization problems
    Phan, Duy Nhat
    Nguyen, Thuy Ngoc
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2021, 396
  • [37] CONVERGENCE ANALYSIS OF THE PROXIMAL GRADIENT METHOD IN THE PRESENCE OF THE KURDYKA-LOJASIEWICZ PROPERTY WITHOUT GLOBAL LIPSCHITZ ASSUMPTIONS
    Jia, Xiaoxi
    Kanzow, Christian
    Mehlitz, Patrick
    SIAM JOURNAL ON OPTIMIZATION, 2023, 33 (04) : 3038 - 3056
  • [38] Kernel-based regression via a novel robust loss function and iteratively reweighted least squares
    Dong, Hongwei
    Yang, Liming
    KNOWLEDGE AND INFORMATION SYSTEMS, 2021, 63 (05) : 1149 - 1172
  • [39] On Convergence of Model Parallel Proximal Gradient Algorithm for Stale Synchronous Parallel System
    Zhou, Yi
    Yu, Yaoliang
    Dai, Wei
    Liang, Yingbin
    Xing, Eric P.
    ARTIFICIAL INTELLIGENCE AND STATISTICS, VOL 51, 2016, 51 : 713 - 722
  • [40] Iteratively reweighted unidirectional variational model for stripe non-uniformity correction
    Huang, Yongzhong
    He, Cong
    Fang, Houzhang
    Wang, Xiaoping
    INFRARED PHYSICS & TECHNOLOGY, 2016, 75 : 107 - 116
12345