Böhm Axel, Wright Stephen J
Faculty of Mathematics, University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Vienna, Austria.
Computer Sciences Department and Wisconsin Institute for Discovery, University of Wisconsin-Madison, 1210 W. Dayton St, Madison, WI 53706 USA.
J Optim Theory Appl. 2021;188(3):628-649. doi: 10.1007/s10957-020-01800-z. Epub 2021 Feb 8.
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 to achieve an -approximate solution. This bound interpolates between the bound for the smooth case and the bound for the subgradient method. Our complexity bound is in line with other works that deal with structured nonsmoothness of weakly convex functions.
我们研究结构化目标函数的最小化问题,该目标函数是一个光滑函数与一个弱凸函数和线性算子的复合函数之和。其应用包括具有正则化项的图像重建问题,这些正则化项比标准凸正则化项引入的偏差更小。我们基于具有递减平滑参数序列的莫罗包络开发了一种变量平滑算法,并证明实现(\epsilon)-近似解的复杂度为(O(1/\sqrt{\epsilon}))。这个界在光滑情形的(O(1/\epsilon))界和次梯度方法的(O(1/\epsilon^2))界之间进行插值。我们的复杂度界与处理弱凸函数结构化非光滑性的其他工作一致。