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Global convergence of block Bregman proximal iteratively reweighted algorithm with extrapolation

Author

Listed:
  • Jie Zhang

    (Chongqing University of Posts and Telecommunications)

  • Xinmin Yang

    (Chongqing Normal University)

Abstract

In this paper, we propose a Bregman proximal iteratively reweighted algorithm with extrapolation based on block coordinate update aimed at solving a class of optimization problems which is the sum of a smooth possibly nonconvex loss function and a general nonconvex regularizer with a separable structure. The proposed algorithm can be used to solve the $$\ell _p(0

Suggested Citation

  • Jie Zhang & Xinmin Yang, 2025. "Global convergence of block Bregman proximal iteratively reweighted algorithm with extrapolation," Journal of Global Optimization, Springer, vol. 92(2), pages 381-410, June.
    • Handle: RePEc:spr:jglopt:v:92:y:2025:i:2:d:10.1007_s10898-024-01451-8
    DOI: 10.1007/s10898-024-01451-8
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    References listed on IDEAS

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    1. Hédy Attouch & Jérôme Bolte & Patrick Redont & Antoine Soubeyran, 2010. "Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Łojasiewicz Inequality," Mathematics of Operations Research, INFORMS, vol. 35(2), pages 438-457, May.
    2. Hao Wang & Hao Zeng & Jiashan Wang, 2022. "An extrapolated iteratively reweighted $$\ell _1$$ ℓ 1 method with complexity analysis," Computational Optimization and Applications, Springer, vol. 83(3), pages 967-997, December.
    3. Kai Tu & Haibin Zhang & Huan Gao & Junkai Feng, 2020. "A hybrid Bregman alternating direction method of multipliers for the linearly constrained difference-of-convex problems," Journal of Global Optimization, Springer, vol. 76(4), pages 665-693, April.
    4. P. Tseng, 2001. "Convergence of a Block Coordinate Descent Method for Nondifferentiable Minimization," Journal of Optimization Theory and Applications, Springer, vol. 109(3), pages 475-494, June.
    5. Tao Sun & Hao Jiang & Lizhi Cheng, 2017. "Global convergence of proximal iteratively reweighted algorithm," Journal of Global Optimization, Springer, vol. 68(4), pages 815-826, August.
    Full references (including those not matched with items on IDEAS)

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