Extrapolated Smoothing Descent Algorithm for Constrained Nonconvex and Nonsmooth Composite Problems* |
| |
Authors: | Yunmei CHEN Hongcheng LIU Weina WANG |
| |
Institution: | Department of Mathematics, University of Florida, Gainesville 118105, USA.;Industrial and Systems Engineering, University of Florida, Gainesville 118105, USA.; Corresponding author. Department of Mathematics, Hangzhou Dianzi University, Hangzhou 310018,China. |
| |
Abstract: | In this paper, the authors propose a novel smoothing descent type algorithm with extrapolation for solving a class of constrained nonsmooth and nonconvex problems,where the nonconvex term is possibly nonsmooth. Their algorithm adopts the proximal gradient algorithm with extrapolation and a safe-guarding policy to minimize the smoothed objective function for better practical and theoretical performance. Moreover, the algorithm uses a easily checking rule to update the smoothing parameter to ensure that any accumulation point of the generated sequence is an (affine-scaled) Clarke stationary point of the original nonsmooth and nonconvex problem. Their experimental results indicate the effectiveness of the proposed algorithm. |
| |
Keywords: | Constrained nonconvex and nonsmooth optimization Smooth approximation Proximal gradient algorithm with extrapolation Gradient descent algorithm Image reconstruction |
|
| 点击此处可从《数学年刊B辑(英文版)》浏览原始摘要信息 |
| 点击此处可从《数学年刊B辑(英文版)》下载免费的PDF全文 |