Gradient Projection and Conditional Gradient Methods for Constrained Nonconvex Minimization

Regularized gradient-projection methods for finding the minimum-norm solution of the constrained convex minimization problem

Let H be a real Hilbert space and C be a nonempty closed convex subset of H. Assume that g is a real-valued convex function and the gradient ∇g is [Formula: see text]-ism with [Formula: see text]. Let [Formula: see text], [Formula: see text]. We prove that the sequence [Formula: see text] generated by the iterative algorithm [Formula: see text], [Formula: see text] converges strongly to [Formul...

Accelerated Proximal Gradient Methods for Nonconvex Programming

Accelerated Proximal Gradient Methods for Nonconvex Programming

Nonconvex and nonsmooth problems have recently received considerable attention in signal/image processing, statistics and machine learning. However, solving the nonconvex and nonsmooth optimization problems remains a big challenge. Accelerated proximal gradient (APG) is an excellent method for convex programming. However, it is still unknown whether the usual APG can ensure the convergence to a...

Alternating minimization and projection methods for structured nonconvex problems

We study the convergence properties of an alternating proximal minimization algorithm for nonconvex structured functions of the type: L(x, y) = f(x)+Q(x, y)+g(y), where f : R → R∪{+∞} and g : R → R∪{+∞} are proper lower semicontinuous functions, and Q : R × R → R is a smooth C function which couples the variables x and y. The algorithm can be viewed as a proximal regularization of the usual Gau...

A New Modified Gradient-Projection Algorithm for Solution of Constrained Convex Minimization Problem in Hilbert Spaces

Manuscript received January 01, 2014; revised March 28, 2014. This work was supported in part by King Fahd University of Petroleum and Minerals, Dhahran, Saudi Arabia. Cyril Dennis Enyi is with King Fahd University of Petroleum and Minerals, Dhahran, Saudi Arabia. (corresponding author: +966550782390; e-mail: cenyi@ kfupm.edu.sa). Mukiawa Edwin Soh is with King Fahd University of Petroleum and ...