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On The Proximal Gradient Method For Minimizing The Sum Of Two Functions

Posted on:2018-08-30Degree:MasterType:Thesis
Country:ChinaCandidate:Q LiuFull Text:PDF
GTID:2310330533970366Subject:Operational Research and Cybernetics
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In this dissertation,we consider the convergence analysis of proximal gradient method for minimizing the sum of two functions.This dissertation,constructed by four parts,is organized as follows:In chapters 1 and 2,the backgrounds of this dissertation are introduced and some preliminaries are provided.In chapter 3,we investigate the convergence of inertial proximal gradient method(IPGM)for minimizing the sum of a nonsmooth convex function and a smooth nonconvex function.Under the assumption that the associated function satisfies the Kurdyka-Lojasiewicz inequality,we prove that the iterative sequence generated by the IPGM converges to a critical point of the problem.In chapter 4,we give a simple proof of the complexity analysis of fast proximal gradient method for minimizing the sum of two convex functions,where one of the involved function is smooth.
Keywords/Search Tags:convex optimization, proximal gradient method, fast gradient proximal method, Kurdyka-Lojasiewicz inequality, nonconvex optimizaion, inertial proximal gradient method, complexity analysis
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