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arXiv 1410.0641math.OCcs.NAmath.NA
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一种用于最小化两个非凸函数之和的惯性前向-后向算法

An inertial forward-backward algorithm for the minimization of the sum of two nonconvex functions

University of Vienna(维也纳大学);Technical University of Cluj-Napoca(克卢日-纳波卡理工大学)

Radu Ioan Bot, Ernö Robert Csetnek, Szilárd László

AI总结:

本文提出一种具有惯性/记忆效应的前向-后向近端型算法,用于非凸情况下最小化非光滑函数与光滑函数之和。算法生成的序列在满足Kurdyka-Łojasiewicz不等式条件下收敛到临界点,并通过两个数值实验验证了其在非凸优化问题恢复局部最优解和恢复噪声模糊图像的能力。

摘要:

我们提出一种具有惯性/记忆效应的前向-后向近端型算法,用于最小化非凸情况下非光滑函数与光滑函数之和。该算法生成的序列在适当正则化的目标函数满足Kurdyka-Łojasiewicz不等式时,能够收敛到目标函数的临界点,这在例如半代数函数中得到满足。我们通过两个数值实验来说明理论结果:第一个实验关注非凸优化问题恢复局部最优解的能力,第二个实验涉及恢复噪声模糊图像。

英文摘要:

We propose a forward-backward proximal-type algorithm with inertial/memory effects for minimizing the sum of a nonsmooth function with a smooth one in the nonconvex setting. The sequence of iterates generated by the algorithm converges to a critical point of the objective function provided an appropriate regularization of the objective satisfies the Kurdyka-Łojasiewicz inequality, which is for instance fulfilled for semi-algebraic functions. We illustrate the theoretical results by considering two numerical experiments: the first one concerns the ability of recovering the local optimal solutions of nonconvex optimization problems, while the second one refers to the restoration of a noisy blurred image.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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