lasso problem

Composite optimization models via proximal gradient method with a novel enhanced adaptive stepsize

  • Pham Thi Hoai
    • Categories Constrained Nonlinear Optimization, Convex and Nonsmooth Optimization, Convex Optimization, Nonlinear Optimization, Nonsmooth Optimization Tags , , , ,

    We consider the {\it composite optimization problems} under convex and nonconvex settings. For the convex case, the {\it locally Lipschitz} condition is imposed on the gradient of the differentiable convex term. The classical {\it proximal gradient method} will be studied with our novel {\it enhanced adaptive} stepsize selection. To obtain the convergence of the proposed … Read more