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Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward–backward splitting, and regularized Gauss–Seidel methods
by
Bolte, Jérôme
, Attouch, Hedy
, Svaiter, Benar Fux
in
Algebra
/ Algorithms
/ Analysis
/ Calculus of Variations and Optimal Control; Optimization
/ Combinatorics
/ Convergence
/ Data smoothing
/ Descent
/ Full Length Paper
/ Gauss-Seidel method
/ Mathematical analysis
/ Mathematical and Computational Physics
/ Mathematical Methods in Physics
/ Mathematical programming
/ Mathematics
/ Mathematics and Statistics
/ Mathematics of Computing
/ Methods
/ Minimization
/ Numerical Analysis
/ Optimization
/ Splitting
/ Studies
/ Theoretical
2013
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Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward–backward splitting, and regularized Gauss–Seidel methods
by
Bolte, Jérôme
, Attouch, Hedy
, Svaiter, Benar Fux
in
Algebra
/ Algorithms
/ Analysis
/ Calculus of Variations and Optimal Control; Optimization
/ Combinatorics
/ Convergence
/ Data smoothing
/ Descent
/ Full Length Paper
/ Gauss-Seidel method
/ Mathematical analysis
/ Mathematical and Computational Physics
/ Mathematical Methods in Physics
/ Mathematical programming
/ Mathematics
/ Mathematics and Statistics
/ Mathematics of Computing
/ Methods
/ Minimization
/ Numerical Analysis
/ Optimization
/ Splitting
/ Studies
/ Theoretical
2013
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While trying to remove the title from your shelf something went wrong :( Kindly try again later!
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Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward–backward splitting, and regularized Gauss–Seidel methods
by
Bolte, Jérôme
, Attouch, Hedy
, Svaiter, Benar Fux
in
Algebra
/ Algorithms
/ Analysis
/ Calculus of Variations and Optimal Control; Optimization
/ Combinatorics
/ Convergence
/ Data smoothing
/ Descent
/ Full Length Paper
/ Gauss-Seidel method
/ Mathematical analysis
/ Mathematical and Computational Physics
/ Mathematical Methods in Physics
/ Mathematical programming
/ Mathematics
/ Mathematics and Statistics
/ Mathematics of Computing
/ Methods
/ Minimization
/ Numerical Analysis
/ Optimization
/ Splitting
/ Studies
/ Theoretical
2013
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Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward–backward splitting, and regularized Gauss–Seidel methods
Journal Article
Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward–backward splitting, and regularized Gauss–Seidel methods
2013
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Overview
In view of the minimization of a nonsmooth nonconvex function
f
, we prove an abstract convergence result for descent methods satisfying a sufficient-decrease assumption, and allowing a relative error tolerance. Our result guarantees the convergence of bounded sequences, under the assumption that the function
f
satisfies the Kurdyka–Łojasiewicz inequality. This assumption allows to cover a wide range of problems, including nonsmooth semi-algebraic (or more generally tame) minimization. The specialization of our result to different kinds of structured problems provides several new convergence results for inexact versions of the gradient method, the proximal method, the forward–backward splitting algorithm, the gradient projection and some proximal regularization of the Gauss–Seidel method in a nonconvex setting. Our results are illustrated through feasibility problems, or iterative thresholding procedures for compressive sensing.
Publisher
Springer-Verlag,Springer Nature B.V
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