A Stochastic Proximal Alternating Minimization for Nonsmooth and Nonconvex Optimization

DOI10.1137/20M1387213zbMath1479.90166OpenAlexW4205203494MaRDI QIDQ5024392

Carola-Bibiane Schönlieb, Junqi Tang, Derek Driggs, Jingwei Liang, Michael E. Davies

Publication date: 31 January 2022

Published in: SIAM Journal on Imaging Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/20m1387213

zbMATH Keywords

stochastic optimizationvariance reductionKurdyka-Łojasiewicz inequalitynonconvex and nonsmooth optimizationstochastic PALM

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Stochastic programming (90C15) Decomposition methods (49M27)

Related Items (3)

Nonconvex optimization with inertial proximal stochastic variance reduction gradient ⋮ A Bregman stochastic method for nonconvex nonsmooth problem beyond global Lipschitz gradient continuity ⋮ Inertial accelerated SGD algorithms for solving large-scale lower-rank tensor CP decomposition problems

Uses Software

• ProxSARAH
• Saga
• SpiderBoost

Cites Work

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