A Gauss–Seidel type inertial proximal alternating linearized minimization for a class of nonconvex optimization problems

Xue Gao (), Xingju Cai () and Deren Han ()
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Xue Gao: Nanjing Normal University
Xingju Cai: Nanjing Normal University
Deren Han: Beihang University

Journal of Global Optimization, 2020, vol. 76, issue 4, No 11, 863-887

Abstract: Abstract In this paper we study a broad class of nonconvex and nonsmooth minimization problems, whose objective function is the sum of a smooth function of the entire variables and two nonsmooth functions of each variable. We adopt the framework of the proximal alternating linearized minimization (PALM), together with the inertial strategy to accelerate the convergence. Since the inertial step is performed once the x-subproblem/y-subproblem is updated, the algorithm is a Gauss–Seidel type inertial proximal alternating linearized minimization (GiPALM) algorithm. Under the assumption that the underlying functions satisfy the Kurdyka–Łojasiewicz (KL) property and some suitable conditions on the parameters, we prove that each bounded sequence generated by GiPALM globally converges to a critical point. We apply the algorithm to signal recovery, image denoising and nonnegative matrix factorization models, and compare it with PALM and the inertial proximal alternating linearized minimization.

Keywords: Gauss–Seidel; Inertial; Alternating proximal linearized minimization; Kurdyka–Łojasiewicz property; Nonconvex-nonsmooth optimization; 90C26; 49M27; 65K05 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10898-019-00819-5

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