{"title":"黎曼流形上结构非凸非光滑优化问题的改进近端交替线性化最小化算法及其惯性Bregman扩展","authors":"Jiawei Xu , Bo He , Zheng Peng , Xu Zhang","doi":"10.1016/j.cam.2025.116886","DOIUrl":null,"url":null,"abstract":"<div><div>In this paper, we study a class of nonconvex and nonsmooth optimization problems with a specific structure. The objective function consists of the following components: a nonsmooth function in Euclidean space, a smooth function on a manifold, and a smooth coupling function linking of these two variables. By exploiting problem’s composite structure, we propose an improved version of the proximal alternating linearized minimization method. This algorithm employs a splitting technique, where the nonsmooth subproblem defined in the Euclidean space is solved using a forward–backward operator, and the smooth manifold subproblem is addressed using a Riemannian gradient step. We further extend this algorithm by introducing an inertial Bregman variant, which incorporates inertial step and Bregman regularization to improve both efficiency and robustness. We provide a theoretical analysis of the proposed algorithms and establish their iteration complexity for obtaining an <span><math><mi>ϵ</mi></math></span>-stationary point under mild assumptions. Finally, we present numerical experiments on sparse principal component analysis to verify the effectiveness of the proposed algorithms.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"473 ","pages":"Article 116886"},"PeriodicalIF":2.1000,"publicationDate":"2025-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"An improved proximal alternating linearized minimization algorithm and its inertial Bregman extension for structured nonconvex nonsmooth optimization problems on Riemannian manifold\",\"authors\":\"Jiawei Xu , Bo He , Zheng Peng , Xu Zhang\",\"doi\":\"10.1016/j.cam.2025.116886\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><div>In this paper, we study a class of nonconvex and nonsmooth optimization problems with a specific structure. The objective function consists of the following components: a nonsmooth function in Euclidean space, a smooth function on a manifold, and a smooth coupling function linking of these two variables. By exploiting problem’s composite structure, we propose an improved version of the proximal alternating linearized minimization method. This algorithm employs a splitting technique, where the nonsmooth subproblem defined in the Euclidean space is solved using a forward–backward operator, and the smooth manifold subproblem is addressed using a Riemannian gradient step. We further extend this algorithm by introducing an inertial Bregman variant, which incorporates inertial step and Bregman regularization to improve both efficiency and robustness. We provide a theoretical analysis of the proposed algorithms and establish their iteration complexity for obtaining an <span><math><mi>ϵ</mi></math></span>-stationary point under mild assumptions. Finally, we present numerical experiments on sparse principal component analysis to verify the effectiveness of the proposed algorithms.</div></div>\",\"PeriodicalId\":50226,\"journal\":{\"name\":\"Journal of Computational and Applied Mathematics\",\"volume\":\"473 \",\"pages\":\"Article 116886\"},\"PeriodicalIF\":2.1000,\"publicationDate\":\"2025-07-04\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Computational and Applied Mathematics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0377042725004005\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Computational and Applied Mathematics","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0377042725004005","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
An improved proximal alternating linearized minimization algorithm and its inertial Bregman extension for structured nonconvex nonsmooth optimization problems on Riemannian manifold
In this paper, we study a class of nonconvex and nonsmooth optimization problems with a specific structure. The objective function consists of the following components: a nonsmooth function in Euclidean space, a smooth function on a manifold, and a smooth coupling function linking of these two variables. By exploiting problem’s composite structure, we propose an improved version of the proximal alternating linearized minimization method. This algorithm employs a splitting technique, where the nonsmooth subproblem defined in the Euclidean space is solved using a forward–backward operator, and the smooth manifold subproblem is addressed using a Riemannian gradient step. We further extend this algorithm by introducing an inertial Bregman variant, which incorporates inertial step and Bregman regularization to improve both efficiency and robustness. We provide a theoretical analysis of the proposed algorithms and establish their iteration complexity for obtaining an -stationary point under mild assumptions. Finally, we present numerical experiments on sparse principal component analysis to verify the effectiveness of the proposed algorithms.
期刊介绍:
The Journal of Computational and Applied Mathematics publishes original papers of high scientific value in all areas of computational and applied mathematics. The main interest of the Journal is in papers that describe and analyze new computational techniques for solving scientific or engineering problems. Also the improved analysis, including the effectiveness and applicability, of existing methods and algorithms is of importance. The computational efficiency (e.g. the convergence, stability, accuracy, ...) should be proved and illustrated by nontrivial numerical examples. Papers describing only variants of existing methods, without adding significant new computational properties are not of interest.
The audience consists of: applied mathematicians, numerical analysts, computational scientists and engineers.