adaptive proximal gradient

New inexact adaptive proximal gradient algorithms for nonconvex composite optimization problems

Categories Constrained Nonlinear Optimization, Nonlinear Optimization Tags , , , ,

In this paper, we propose new inexact adaptive proximal gradient algorithms for solving nonconvex composite optimization problems, where the objective is the sum of a differentiable nonconvex function and a convex non-differentiable function. A new relative error criterion to compute the proximal operator inexactly has been proposed together with new adaptive strate- gies for selecting … Read more

A Simple Adaptive Proximal Gradient Method for Nonconvex Optimization

Categories Constrained Nonlinear Optimization, Nonsmooth Optimization Tags , , , ,

Consider composite nonconvex optimization problems where the objective function consists of a smooth nonconvex term (with Lipschitz-continuous gradient) and a convex (possibly nonsmooth) term. Existing parameter-free methods for such problems often rely on complex multi-loop structures, require line searches, or depend on restrictive assumptions (e.g., bounded iterates). To address these limitations, we introduce a novel … Read more