A simple convergence analysis of Bregman proximal gradient algorithm
Sign Up to like & getrecommendations! Published in 2019 at "Computational Optimization and Applications"
DOI: 10.1007/s10589-019-00092-y
Abstract: In this paper, we provide a simple convergence analysis of proximal gradient algorithm with Bregman distance, which provides a tighter bound than existing result. In particular, for the problem of minimizing a class of convex… read more here.
Keywords: proximal gradient; bregman; gradient algorithm; convergence ... See more keywords
Convergence rates analysis of a multiobjective proximal gradient method
Sign Up to like & getrecommendations! Published in 2022 at "Optimization Letters"
DOI: 10.1007/s11590-022-01877-7
Abstract: In 2019, Tanabe et al. proposed proximal gradient methods for multiobjective optimization. Under reasonable assumptions, they proved that the accumulation points of the sequences generated by these methods are Pareto stationary. However, the convergence rates… read more here.
Keywords: optimization; convergence rates; proximal gradient; multiobjective proximal ... See more keywords
Snake: A Stochastic Proximal Gradient Algorithm for Regularized Problems Over Large Graphs
Sign Up to like & getrecommendations! Published in 2019 at "IEEE Transactions on Automatic Control"
DOI: 10.1109/tac.2019.2890888
Abstract: A regularized optimization problem over a large unstructured graph is studied, where the regularization term is tied to the graph geometry. Typical regularization examples include the total variation and the Laplacian regularizations over the graph.… read more here.
Keywords: regularized problems; proximal gradient; gradient algorithm; algorithm ... See more keywords