Non-smooth Non-convex Bregman Minimization: Unification and New Algorithms
نویسندگان
چکیده
منابع مشابه
Non-smooth Non-convex Bregman Minimization: Unification and new Algorithms
We propose a unifying algorithm for non-smooth non-convex optimization. The algorithm approximates the objective function by a convex model function and finds an approximate (Bregman) proximal point of the convex model. This approximate minimizer of the model function yields a descent direction, along which the next iterate is found. Complemented with an Armijo-like line search strategy, we obt...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2018
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-018-01452-0