一类非凸非光滑问题的修正第二 APG 方法

IF 1.3 4区 数学 Q2 MATHEMATICS, APPLIED
Kexin Ren, Chunguang Liu, Lumiao Wang
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引用次数: 0

摘要

在本文中,我们考虑了 Lin 和 Liu(Optim Lett 13(4), 805-824, 2019)中介绍的修正的第二加速近似梯度算法(APG\(_{s}\)),讨论了该方法在更一般情况下的行为,证明了在较弱假设下的收敛特性。最后,我们进行了数值实验来支持我们的理论结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

The modified second APG method for a class of nonconvex nonsmooth problems

The modified second APG method for a class of nonconvex nonsmooth problems

In this paper, we consider the modified second accelerated proximal gradient algorithm (APG\(_{s}\)) introduced in Lin and Liu (Optim Lett 13(4), 805–824, 2019), discuss the behaviour of this method on more general cases, prove the convergence properties under weaker assumptions. Finally, numerical experiments are performed to support our theoretical results.

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来源期刊
Optimization Letters
Optimization Letters 管理科学-应用数学
CiteScore
3.40
自引率
6.20%
发文量
116
审稿时长
9 months
期刊介绍: Optimization Letters is an international journal covering all aspects of optimization, including theory, algorithms, computational studies, and applications, and providing an outlet for rapid publication of short communications in the field. Originality, significance, quality and clarity are the essential criteria for choosing the material to be published. Optimization Letters has been expanding in all directions at an astonishing rate during the last few decades. New algorithmic and theoretical techniques have been developed, the diffusion into other disciplines has proceeded at a rapid pace, and our knowledge of all aspects of the field has grown even more profound. At the same time one of the most striking trends in optimization is the constantly increasing interdisciplinary nature of the field. Optimization Letters aims to communicate in a timely fashion all recent developments in optimization with concise short articles (limited to a total of ten journal pages). Such concise articles will be easily accessible by readers working in any aspects of optimization and wish to be informed of recent developments.
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