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A Bregman forward-backward linesearch algorithm for nonconvex composite optimization: superlinear convergence to nonisolated local minima
- Source :
- SIAM J Optim 31(1):653-685 (2021)
- Publication Year :
- 2019
-
Abstract
- We introduce Bella, a locally superlinearly convergent Bregman forward backward splitting method for minimizing the sum of two nonconvex functions, one of which satisfying a relative smoothness condition and the other one possibly nonsmooth. A key tool of our methodology is the Bregman forward-backward envelope (BFBE), an exact and continuous penalty function with favorable first- and second-order properties, and enjoying a nonlinear error bound when the objective function satisfies a Lojasiewicz-type property. The proposed algorithm is of linesearch type over the BFBE along candidate update directions, and converges subsequentially to stationary points, globally under a KL condition, and owing to the given nonlinear error bound can attain superlinear convergence rates even when the limit point is a nonisolated minimum, provided the directions are suitably selected.
- Subjects :
- Mathematics - Optimization and Control
90C06, 90C25, 90C26, 49J52, 49J53
Subjects
Details
- Database :
- arXiv
- Journal :
- SIAM J Optim 31(1):653-685 (2021)
- Publication Type :
- Report
- Accession number :
- edsarx.1905.11904
- Document Type :
- Working Paper
- Full Text :
- https://doi.org/10.1137/19M1264783