论文标题

具有不同惯性术语的前向后算法,用于结构化的非凸极小问题

Forward-backward algorithms with different inertial terms for structured non-convex minimization problems

论文作者

László, Szilárd Csaba

论文摘要

我们研究了两种惯性前向算法,与非平滑和可能的非凸的总和和非凸线可区分函数相关的最小化。该算法是本着著名的Fista方法的精神制定的,但是设置是非凸的,我们允许不同的惯性术语。此外,我们算法中的惯性参数也可以占负值。当非平滑函数是凸的时,我们还可以对待情况,并且在这种情况下,我们可以允许更好的步长。我们证明了一些应用于我们的数值方案的抽象收敛结果,使我们能够证明生成的序列会收敛到目标函数的临界点,前提是目标函数的正则化满足Kurdyka-lojasiewicz属性。此外,我们获得了应用于我们的数值方案的一般结果,可确保生成序列的收敛速率以及根据目标函数正规化的KL指数提出的目标函数值。最后,我们将结果应用于图像恢复。

We investigate two inertial forward-backward algorithms in connection with the minimization of the sum of a non-smooth and possibly non-convex and a non-convex differentiable function. The algorithms are formulated in the spirit of the famous FISTA method, however the setting is non-convex and we allow different inertial terms. Moreover, the inertial parameters in our algorithms can take negative values too. We also treat the case when the non-smooth function is convex and we show that in this case a better step size can be allowed. We prove some abstract convergence results which applied to our numerical schemes allow us to show that the generated sequences converge to a critical point of the objective function, provided a regularization of the objective function satisfies the Kurdyka-Lojasiewicz property. Further, we obtain a general result that applied to our numerical schemes ensures convergence rates for the generated sequences and for the objective function values formulated in terms of the KL exponent of a regularization of the objective function. Finally, we apply our results to image restoration.

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