Global convergence of proximal iteratively reweighted algorithm

被引：0
|
作者：
Tao Sun
Hao Jiang
Lizhi Cheng
机构：
[1] National University of Defense Technology,College of Science
[2] National University of Defense Technology,College of Computer
[3] National University of Defense Technology,The State Key Laboratory for High Performance Computation
来源：
Journal of Global Optimization | 2017年 / 68卷
关键词：
Proximal iteratively reweighted algorithm; Kurdyka–Łojasiewicz function; Convergence analysis; Parallel splitting; Alternating updating; 90C30; 90C26; 47N10;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we investigate the convergence of the proximal iteratively reweighted algorithm for a class of nonconvex and nonsmooth problems. Such problems actually include numerous models in the area of signal processing and machine learning research. Two extensions of the algorithm are also studied. We provide a unified scheme for these three algorithms. With the Kurdyka–Łojasiewicz property, we prove that the unified algorithm globally converges to a critical point of the objective function.
引用
收藏
页码：815 / 826
页数：11
相关论文
共 50 条
  • [41] Iteratively reweighted 1 algorithms with extrapolation
    Yu, Peiran
    Pong, Ting Kei
    [J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2019, 73 (02) : 353 - 386
  • [42] ON THE CONVERGENCE OF ALTERNATING MINIMIZATION FOR CONVEX PROGRAMMING WITH APPLICATIONS TO ITERATIVELY REWEIGHTED LEAST SQUARES AND DECOMPOSITION SCHEMES
    Beck, Amir
    [J]. SIAM JOURNAL ON OPTIMIZATION, 2015, 25 (01) : 185 - 209
  • [43] Improved Convergence for l∞ and l1 Regression via Iteratively Reweighted Least Squares
    Ene, Alina
    Vladu, Adrian
    [J]. INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 97, 2019, 97
  • [44] ITERATIVELY REWEIGHTED FGMRES AND FLSQR FOR SPARSE RECONSTRUCTION
    Gazzola, Silvia
    Nagy, James G.
    Landman, Malena Sabate
    [J]. SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2021, 43 (05): : S47 - S69
  • [45] Efficient Iteratively Reweighted LASSO Algorithm for Cross-Products Penalized Sparse Solutions
    Luengo, David
    Via, Javier
    Trigano, Tom
    [J]. 28TH EUROPEAN SIGNAL PROCESSING CONFERENCE (EUSIPCO 2020), 2021, : 2045 - 2049
  • [46] Structural damage detection based on iteratively reweighted l1 regularization algorithm
    Zhou, Xiaoqing
    Hou, Rongrong
    Wu, Yuhan
    [J]. ADVANCES IN STRUCTURAL ENGINEERING, 2019, 22 (06) : 1479 - 1487
  • [47] MSE analysis of the iteratively reweighted least squares algorithm when applied to M estimators
    Kalyani, Sheetal
    Giridhar, K.
    [J]. GLOBECOM 2007: 2007 IEEE GLOBAL TELECOMMUNICATIONS CONFERENCE, VOLS 1-11, 2007, : 2873 - +
  • [48] Iteratively Reweighted Compressive Sensing Based Algorithm for Spectrum Cartography in Cognitive Radio Networks
    Jayawickrama, B. A.
    Dutkiewicz, E.
    Oppermann, I.
    Mueck, M.
    [J]. 2014 IEEE WIRELESS COMMUNICATIONS AND NETWORKING CONFERENCE (WCNC), 2014, : 719 - 724
  • [49] Hypergraph clustering by iteratively reweighted modularity maximization
    Tarun Kumar
    Sankaran Vaidyanathan
    Harini Ananthapadmanabhan
    Srinivasan Parthasarathy
    Balaraman Ravindran
    [J]. Applied Network Science, 5
  • [50] ITERATIVELY REWEIGHTED SPARSE RECONSTRUCTION IN IMPULSIVE NOISE
    He, Zhen-Qing
    Shi, Zhi-Ping
    Huang, Lei
    So, H. C.
    [J]. 2015 IEEE CHINA SUMMIT & INTERNATIONAL CONFERENCE ON SIGNAL AND INFORMATION PROCESSING, 2015, : 741 - 745
12345