<p>This paper presents and investigates an inexact proximal gradient method for solving composite convex optimization problems characterized by an objective function composed of a sum of a full-domain differentiable convex function and a non-differentiable convex function. We introduce an explicit line search applied specifically to the differentiable component of the objective function, requiring only a relative inexact solution of the proximal subproblem per iteration. We prove the convergence of the sequence generated by our scheme and establish its iteration complexity, considering both the functional values and a residual associated with first-order stationary solutions. Additionally, we provide numerical experiments to illustrate the practical efficacy of our method.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

A Relative Inexact Proximal Gradient Method with an Explicit Linesearch

  • Yunier Bello-Cruz,
  • Max L. N. Gonçalves,
  • Jefferson G. Melo,
  • Cassandra Mohr

摘要

This paper presents and investigates an inexact proximal gradient method for solving composite convex optimization problems characterized by an objective function composed of a sum of a full-domain differentiable convex function and a non-differentiable convex function. We introduce an explicit line search applied specifically to the differentiable component of the objective function, requiring only a relative inexact solution of the proximal subproblem per iteration. We prove the convergence of the sequence generated by our scheme and establish its iteration complexity, considering both the functional values and a residual associated with first-order stationary solutions. Additionally, we provide numerical experiments to illustrate the practical efficacy of our method.