extrapolation

Smoothing fast iterative hard thresholding algorithm for $\ell_0$ regularized nonsmooth convex regression problem

  • Wei Bian
  • Fan Wu
  • Xiaoping Xue
    • Categories Nonlinear Optimization Tags , , , , ,

    We investigate a class of constrained sparse regression problem with cardinality penalty, where the feasible set is defined by box constraint, and the loss function is convex, but not necessarily smooth. First, we put forward a smoothing fast iterative hard thresholding (SFIHT) algorithm for solving such optimization problems, which combines smoothing approximations, extrapolation techniques and … Read more

    A Framework of Inertial Alternating Direction Method of Multipliers for Non-Convex Non-Smooth Optimization

  • Nicolas Gillis
  • Le Thi Khanh Hien
  • Duy Nhat Phan
    • Categories Constrained Nonlinear Optimization Tags , , ,

    In this paper, we propose an algorithmic framework dubbed inertial alternating direction methods of multipliers (iADMM), for solving a class of nonconvex nonsmooth multiblock composite optimization problems with linear constraints. Our framework employs the general minimization-majorization (MM) principle to update each block of variables so as to not only unify the convergence analysis of previous … Read more