用于非凸最小化的布雷格曼惯性前向-反射-后向方法

IF 1.8 3区 数学 Q1 Mathematics
Xianfu Wang, Ziyuan Wang
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引用次数: 0

摘要

我们提出了一种针对非凸复合问题的 Bregman 惯性前向反射后向方法(BiFRB)。假设广义凹 Kurdyka-Łojasiewicz 属性,我们得到了 BiFRB 的顺序收敛性,以及函数值和实际序列的收敛率。我们的分析有一个显著特点,那就是我们仔细处理了优点函数参数,规避了惯性参数的通常限制性假设。我们还提出了布雷格曼子问题的公式,这不仅是对 BiFRB 的补充,也是对 Boţ-Csetnek-László 和 Boţ-Csetnek 工作的补充。我们进行了数字模拟,以评估我们提出的算法的性能。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

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

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

We propose a Bregman inertial forward-reflected-backward (BiFRB) method for nonconvex composite problems. Assuming the generalized concave Kurdyka-Łojasiewicz 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 Boţ-Csetnek-László and Boţ-Csetnek. Numerical simulations are conducted to evaluate the performance of our proposed algorithm.

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来源期刊
Journal of Global Optimization
Journal of Global Optimization 数学-应用数学
CiteScore
0.10
自引率
5.60%
发文量
137
审稿时长
6 months
期刊介绍: The Journal of Global Optimization publishes carefully refereed papers that encompass theoretical, computational, and applied aspects of global optimization. While the focus is on original research contributions dealing with the search for global optima of non-convex, multi-extremal problems, the journal’s scope covers optimization in the widest sense, including nonlinear, mixed integer, combinatorial, stochastic, robust, multi-objective optimization, computational geometry, and equilibrium problems. Relevant works on data-driven methods and optimization-based data mining are of special interest. In addition to papers covering theory and algorithms of global optimization, the journal publishes significant papers on numerical experiments, new testbeds, and applications in engineering, management, and the sciences. Applications of particular interest include healthcare, computational biochemistry, energy systems, telecommunications, and finance. Apart from full-length articles, the journal features short communications on both open and solved global optimization problems. It also offers reviews of relevant books and publishes special issues.
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