IDEAS home Printed from https://ideas.repec.org/a/spr/coopap/v84y2023i1d10.1007_s10589-022-00410-x.html
   My bibliography  Save this article

A nested primal–dual FISTA-like scheme for composite convex optimization problems

Author

Listed:
  • S. Bonettini

    (Università di Modena e Reggio Emilia)

  • M. Prato

    (Università di Modena e Reggio Emilia)

  • S. Rebegoldi

    (Università di Firenze)

Abstract

We propose a nested primal–dual algorithm with extrapolation on the primal variable suited for minimizing the sum of two convex functions, one of which is continuously differentiable. The proposed algorithm can be interpreted as an inexact inertial forward–backward algorithm equipped with a prefixed number of inner primal–dual iterations for the proximal evaluation and a “warm–start” strategy for starting the inner loop, and generalizes several nested primal–dual algorithms already available in the literature. By appropriately choosing the inertial parameters, we prove the convergence of the iterates to a saddle point of the problem, and provide an O(1/n) convergence rate on the primal–dual gap evaluated at the corresponding ergodic sequences. Numerical experiments on some image restoration problems show that the combination of the “warm–start” strategy with an appropriate choice of the inertial parameters is strictly required in order to guarantee the convergence to the real minimum point of the objective function.

Suggested Citation

  • S. Bonettini & M. Prato & S. Rebegoldi, 2023. "A nested primal–dual FISTA-like scheme for composite convex optimization problems," Computational Optimization and Applications, Springer, vol. 84(1), pages 85-123, January.
    • Handle: RePEc:spr:coopap:v:84:y:2023:i:1:d:10.1007_s10589-022-00410-x
    DOI: 10.1007/s10589-022-00410-x
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10589-022-00410-x
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10589-022-00410-x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Patrick L. Combettes & Jean-Christophe Pesquet, 2011. "Proximal Splitting Methods in Signal Processing," Springer Optimization and Its Applications, in: Heinz H. Bauschke & Regina S. Burachik & Patrick L. Combettes & Veit Elser & D. Russell Luke & Henry (ed.), Fixed-Point Algorithms for Inverse Problems in Science and Engineering, chapter 0, pages 185-212, Springer.
    2. Laurent Condat, 2013. "A Primal–Dual Splitting Method for Convex Optimization Involving Lipschitzian, Proximable and Linear Composite Terms," Journal of Optimization Theory and Applications, Springer, vol. 158(2), pages 460-479, August.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Puya Latafat & Panagiotis Patrinos, 2017. "Asymmetric forward–backward–adjoint splitting for solving monotone inclusions involving three operators," Computational Optimization and Applications, Springer, vol. 68(1), pages 57-93, September.
    2. Julian Rasch & Antonin Chambolle, 2020. "Inexact first-order primal–dual algorithms," Computational Optimization and Applications, Springer, vol. 76(2), pages 381-430, June.
    3. Sun, Shilin & Wang, Tianyang & Yang, Hongxing & Chu, Fulei, 2022. "Damage identification of wind turbine blades using an adaptive method for compressive beamforming based on the generalized minimax-concave penalty function," Renewable Energy, Elsevier, vol. 181(C), pages 59-70.
    4. David Degras, 2021. "Sparse group fused lasso for model segmentation: a hybrid approach," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 15(3), pages 625-671, September.
    5. Patrick R. Johnstone & Pierre Moulin, 2017. "Local and global convergence of a general inertial proximal splitting scheme for minimizing composite functions," Computational Optimization and Applications, Springer, vol. 67(2), pages 259-292, June.
    6. Luis Briceño-Arias & Julio Deride & Cristian Vega, 2022. "Random Activations in Primal-Dual Splittings for Monotone Inclusions with a Priori Information," Journal of Optimization Theory and Applications, Springer, vol. 192(1), pages 56-81, January.
    7. Xin Jiang & Lieven Vandenberghe, 2023. "Bregman Three-Operator Splitting Methods," Journal of Optimization Theory and Applications, Springer, vol. 196(3), pages 936-972, March.
    8. Patrick R. Johnstone & Jonathan Eckstein, 2021. "Single-forward-step projective splitting: exploiting cocoercivity," Computational Optimization and Applications, Springer, vol. 78(1), pages 125-166, January.
    9. Yunda Dong, 2021. "Weak convergence of an extended splitting method for monotone inclusions," Journal of Global Optimization, Springer, vol. 79(1), pages 257-277, January.
    10. Guillaume Sagnol & Edouard Pauwels, 2019. "An unexpected connection between Bayes A-optimal designs and the group lasso," Statistical Papers, Springer, vol. 60(2), pages 565-584, April.
    11. Ernest K. Ryu & Yanli Liu & Wotao Yin, 2019. "Douglas–Rachford splitting and ADMM for pathological convex optimization," Computational Optimization and Applications, Springer, vol. 74(3), pages 747-778, December.
    12. Junhong Lin & Lorenzo Rosasco & Silvia Villa & Ding-Xuan Zhou, 2018. "Modified Fejér sequences and applications," Computational Optimization and Applications, Springer, vol. 71(1), pages 95-113, September.
    13. Silvia Bonettini & Peter Ochs & Marco Prato & Simone Rebegoldi, 2023. "An abstract convergence framework with application to inertial inexact forward–backward methods," Computational Optimization and Applications, Springer, vol. 84(2), pages 319-362, March.
    14. Xin Jiang & Lieven Vandenberghe, 2022. "Bregman primal–dual first-order method and application to sparse semidefinite programming," Computational Optimization and Applications, Springer, vol. 81(1), pages 127-159, January.
    15. Sedi Bartz & Rubén Campoy & Hung M. Phan, 2022. "An Adaptive Alternating Direction Method of Multipliers," Journal of Optimization Theory and Applications, Springer, vol. 195(3), pages 1019-1055, December.
    16. Hedy Attouch & Alexandre Cabot & Zaki Chbani & Hassan Riahi, 2018. "Inertial Forward–Backward Algorithms with Perturbations: Application to Tikhonov Regularization," Journal of Optimization Theory and Applications, Springer, vol. 179(1), pages 1-36, October.
    17. TAYLOR, Adrien B. & HENDRICKX, Julien M. & François GLINEUR, 2016. "Exact worst-case performance of first-order methods for composite convex optimization," LIDAM Discussion Papers CORE 2016052, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    18. Suthep Suantai & Kunrada Kankam & Prasit Cholamjiak, 2020. "A Novel Forward-Backward Algorithm for Solving Convex Minimization Problem in Hilbert Spaces," Mathematics, MDPI, vol. 8(1), pages 1-13, January.
    19. Wang, Yugang & Huang, Ting-Zhu & Zhao, Xi-Le & Deng, Liang-Jian & Ji, Teng-Yu, 2020. "A convex single image dehazing model via sparse dark channel prior," Applied Mathematics and Computation, Elsevier, vol. 375(C).
    20. Radu Ioan Bot & Dang-Khoa Nguyen, 2020. "The Proximal Alternating Direction Method of Multipliers in the Nonconvex Setting: Convergence Analysis and Rates," Mathematics of Operations Research, INFORMS, vol. 45(2), pages 682-712, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:coopap:v:84:y:2023:i:1:d:10.1007_s10589-022-00410-x. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.