Jiang Hao We consider an accelerated proximal gradient algorithm for the composite optimization with “independent errors” (errors little related with historical information) for solving linear inverse problems. We present a new inexact version of FISTA algorithm considering deterministic and stochastic noises. We prove some convergence rates of the algorithm and we connect it with the current existing … Read more
In this paper, we consider the convergence of an abstract inexact nonconvex and nonsmooth algorithm. We promise a pseudo sufficient descent condition and a pseudo relative error condition, which both are related to an auxiliary sequence, for the algorithm; and a continuity condition is assumed to hold. In fact, a wide of classical inexact nonconvex … Read more
In this paper, we consider solving a class of nonconvex and nonsmooth problems frequently appearing in signal processing and machine learning research. The traditional alternating direction method of multipliers encounters troubles in both mathematics and computations in solving the nonconvex and nonsmooth subproblem. In view of this, we propose a reweighted alternating direction method of … Read more