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Variable Smoothing for Weakly Convex Composite Functions

We study minimization of a structured objective function, being the sum of a smooth function and a composition of a weakly convex function with a linear operator. Applications include image reconstruction problems with regularizers that introduce less bias than the standard convex regularizers. We d...

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Detalles Bibliográficos
Autores principales: Böhm, Axel, Wright, Stephen J.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7929970/
https://www.ncbi.nlm.nih.gov/pubmed/33746291
http://dx.doi.org/10.1007/s10957-020-01800-z
Descripción
Sumario:We study minimization of a structured objective function, being the sum of a smooth function and a composition of a weakly convex function with a linear operator. Applications include image reconstruction problems with regularizers that introduce less bias than the standard convex regularizers. We develop a variable smoothing algorithm, based on the Moreau envelope with a decreasing sequence of smoothing parameters, and prove a complexity of [Formula: see text] to achieve an [Formula: see text] -approximate solution. This bound interpolates between the [Formula: see text] bound for the smooth case and the [Formula: see text] bound for the subgradient method. Our complexity bound is in line with other works that deal with structured nonsmoothness of weakly convex functions.