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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
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author Böhm, Axel
Wright, Stephen J.
author_facet Böhm, Axel
Wright, Stephen J.
author_sort Böhm, Axel
collection PubMed
description 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.
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spelling pubmed-79299702021-03-19 Variable Smoothing for Weakly Convex Composite Functions Böhm, Axel Wright, Stephen J. J Optim Theory Appl Article 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. Springer US 2021-02-08 2021 /pmc/articles/PMC7929970/ /pubmed/33746291 http://dx.doi.org/10.1007/s10957-020-01800-z Text en © The Author(s) 2021 Open AccessThis article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article’s Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/.
spellingShingle Article
Böhm, Axel
Wright, Stephen J.
Variable Smoothing for Weakly Convex Composite Functions
title Variable Smoothing for Weakly Convex Composite Functions
title_full Variable Smoothing for Weakly Convex Composite Functions
title_fullStr Variable Smoothing for Weakly Convex Composite Functions
title_full_unstemmed Variable Smoothing for Weakly Convex Composite Functions
title_short Variable Smoothing for Weakly Convex Composite Functions
title_sort variable smoothing for weakly convex composite functions
topic Article
url 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
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