Perturbation techniques for convergence analysis of proximal gradient method and other first-order algorithms via variational analysis

23 Oct 2018 Wang Xiangfeng Ye Jane Yuan Xiaoming Zeng Shangzhi Zhang Jin

We develop new perturbation techniques for conducting convergence analysis of various first-order algorithms for a class of nonsmooth optimization problems. We consider the iteration scheme of an algorithm to construct a perturbed stationary point set-valued map, and define the perturbing parameter by the difference of two consecutive iterates... (read more)

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  • OPTIMIZATION AND CONTROL