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- Title
A note on the accelerated proximal gradient method for nonconvex optimization.
- Authors
HUIJUAN WANG; HONG-KUN XU
- Abstract
We improve a recent accelerated proximal gradient (APG) method in [Li, Q., Zhou, Y., Liang, Y. and Varshney, P. K., Convergence analysis of proximal gradient with momentum for nonconvex optimization, in Proceedings of the 34th International Conference on Machine Learning, Sydney, Australia, PMLR 70, 2017] for nonconvex optimization by allowing variable stepsizes. We prove the convergence of the APG method for a composite nonconvex optimization problem under the assumption that the composite objective function satisfies the Kurdyka-Łojasiewicz property.
- Subjects
MATHEMATICAL optimization; MATHEMATICAL functions; SET theory; MATHEMATICAL mappings; MATHEMATICAL proofs
- Publication
Carpathian Journal of Mathematics, 2018, Vol 34, Issue 3, p449
- ISSN
1584-2851
- Publication type
Academic Journal
- DOI
10.37193/cjm.2018.03.22