Variable Smoothing for Weakly Convex Composite Functions
نویسندگان
چکیده
Abstract We study minimization of a structured objective function, being the sum smooth function and composition weakly convex with linear operator. Applications include image reconstruction problems regularizers that introduce less bias than standard regularizers. develop variable smoothing algorithm, based on Moreau envelope decreasing sequence parameters, prove complexity $${\mathcal {O}}(\epsilon ^{-3})$$ O ( ϵ - 3 ) to achieve an $$\epsilon $$ -approximate solution. This bound interpolates between ^{-2})$$ 2 for case ^{-4})$$ 4 subgradient method. Our is in line other works deal nonsmoothness functions.
منابع مشابه
Epi-convergent Smoothing with Applications to Convex Composite Functions
Smoothing methods have become part of the standard tool set for the study and solution of nondifferentiable and constrained optimization problems as well as a range of other variational and equilibrium problems. In this note we synthesize and extend recent results due to Beck and Teboulle on infimal convolution smoothing for convex functions with those of X. Chen on gradient consistency for non...
متن کاملA variable smoothing algorithm for solving convex optimization problems
In this article we propose a method for solving unconstrained optimization problems with convex and Lipschitz continuous objective functions. By making use of the Moreau envelopes of the functions occurring in the objective, we smooth the latter to a convex and differentiable function with Lipschitz continuous gradient by using both variable and constant smoothing parameters. The resulting prob...
متن کاملThe Problem of Optimal Smoothing for Convex Functions
A procedure is described for smoothing a convex function which not only preserves its convexity, but also, under suitable conditions, leaves the function unchanged over nearly all the regions where it is already smooth. The method is based on a convolution followed by a gluing. Controlling the Hessian of the resulting function is the key to this process, and it is shown that it can be done succ...
متن کاملJENSEN’S INEQUALITY FOR GG-CONVEX FUNCTIONS
In this paper, we obtain Jensen’s inequality for GG-convex functions. Also, we get in- equalities alike to Hermite-Hadamard inequality for GG-convex functions. Some examples are given.
متن کاملMOCCA: Mirrored Convex/Concave Optimization for Nonconvex Composite Functions
Many optimization problems arising in high-dimensional statistics decompose naturally into a sum of several terms, where the individual terms are relatively simple but the composite objective function can only be optimized with iterative algorithms. In this paper, we are interested in optimization problems of the form F(Kx) + G(x), where K is a fixed linear transformation, while F and G are fun...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2021
ISSN: ['0022-3239', '1573-2878']
DOI: https://doi.org/10.1007/s10957-020-01800-z