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arXiv 1904.04436math.OC
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具有光滑自适应性质的非凸问题的惯性Bregman近似梯度算法

Inertial Bregman Proximal Gradient Algorithm For Nonconvex Problem with Smooth Adaptable Property

Xiaoya Zhang, Hui Zhang, Wei Peng

摘要:

本文研究了两个非凸函数之和的极小化问题:一个是可微的且满足光滑适应性。光滑适应性,也称为相对光滑条件,比全局梯度Lipschitz连续性弱。我们分析了一个惯性版本的Bregman邻近梯度(BPG)算法,并证明其平稳收敛。此外,我们还证明了惯性算法的次线性收敛性。此外,如果目标函数满足Kurdyka-Schojasiewicz(KL)性质,还可以保证其整体收敛到目标函数的临界点.

英文摘要:

In this paper we study the problems of minimizing the sum of two nonconvex functions: one is differentiable and satisfies smooth adaptable property. The smooth adaptable property, also named relatively smooth condition, is weaker than the globally gradient Lipschitz continuity. We analyze an inertial version of the Bregman Proximal Gradient (BPG) algorithm and prove its stationary convergence. Besides, we prove a sublinear convergence of the inertial algorithm. Moreover, if the objective function satisfies Kurdyka--Łojasiewicz (KL) property, its global convergence to a critical point of the objective function can be also guaranteed.

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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