Extrapolated Proximal Subgradient Algorithms for Nonconvex and Nonsmooth Fractional Programs
From MaRDI portal
Publication:5868963
DOI10.1287/moor.2021.1214zbMath1501.90071arXiv2003.04124OpenAlexW3010123052MaRDI QIDQ5868963
Minh N. Dao, Guoyin Li, Radu Ioan Boţ
Publication date: 26 September 2022
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.04124
extrapolationlinear convergencedescent methodKurdyka-Łojasiewicz propertyfractional programproximal subgradient algorithm
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Fractional programming (90C32) Decomposition methods (49M27)
Related Items
Dinkelbach Type Approximation Algorithms for Nonlinear Fractional Optimization Problems, A proximal subgradient algorithm with extrapolation for structured nonconvex nonsmooth problems, On Proximal Algorithms with Inertial Effects Beyond Monotonicity, Inertial Proximal Block Coordinate Method for a Class of Nonsmooth Sum-of-Ratios Optimization Problems, Calculus rules of the generalized concave Kurdyka-Łojasiewicz property
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Proximal alternating linearized minimization for nonconvex and nonsmooth problems
- An algorithm for generalized fractional programs
- On the convergence of the proximal algorithm for nonsmooth functions involving analytic features
- On gradients of functions definable in o-minimal structures
- On Fréchet subdifferentials
- Introductory lectures on convex optimization. A basic course.
- Calculus of the exponent of Kurdyka-Łojasiewicz inequality and its applications to linear convergence of first-order methods
- Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized Gauss-Seidel methods
- Using positive spanning sets to achieve d-stationarity with the boosted DC algorithm
- Convergence of non-smooth descent methods using the Kurdyka-Łojasiewicz inequality
- Splitting methods with variable metric for Kurdyka-Łojasiewicz functions and general convergence rates
- Majorization-Minimization Procedures and Convergence of SQP Methods for Semi-Algebraic and Tame Programs
- iPiano: Inertial Proximal Algorithm for Nonconvex Optimization
- Computing B-Stationary Points of Nonsmooth DC Programs
- Fréchet subdifferential calculus and optimality conditions in nondifferentiable programming
- Clarke Subgradients of Stratifiable Functions
- Fractional Programming. II, On Dinkelbach's Algorithm
- Variational Analysis
- First-Order Methods in Optimization
- Unifying Abstract Inexact Convergence Theorems and Block Coordinate Variable Metric iPiano
- Parametric approaches to fractional programs
- When all risk-adjusted performance measures are the same: in praise of the Sharpe ratio
- Analysis and Algorithms for Some Compressed Sensing Models Based on L1/L2 Minimization
- A Scale-Invariant Approach for Sparse Signal Recovery
- On the Convergence to Stationary Points of Deterministic and Randomized Feasible Descent Directions Methods
- Proximal-gradient algorithms for fractional programming
- On Nonlinear Fractional Programming
- Convex analysis and monotone operator theory in Hilbert spaces
