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A block coordinate variable metric forward-backward algorithm
Abstract : A number of recent works have emphasized the prominent role played by the Kurdyka-Lojasiewicz inequality for proving the convergence of iterative algorithms solving possibly nonsmooth/nonconvex optimization problems. In this work, we consider the minimization of an objective function satisfying this property, which is a sum of a non necessarily convex differentiable function and a non necessarily differentiable or convex function. The latter function is expressed as a separable sum of functions of blocks of variables. Such an optimization problem can be addressed with the Forward-Backward algorithm which can be accelerated thanks to the use of variable metrics derived from the Majorize-Minimize principle. We propose to combine the latter acceleration technique with an alternating minimization strategy which relies upon a flexible update rule. We give conditions under which the sequence generated by the resulting Block Coordinate Variable Metric Forward-Backward algorithm converges to a critical point of the objective function. An application example to a nonconvex phase retrieval problem encountered in signal/image processing shows the efficiency of the proposed optimization method.
Cited literature [43 references]
https://hal-upec-upem.archives-ouvertes.fr/hal-00945918
Contributor : Emilie Chouzenoux <>
Submitted on : Thursday, February 13, 2014 - 11:25:33 AM
Last modification on : Wednesday, February 26, 2020 - 7:06:07 PM
Document(s) archivé(s) le : Tuesday, May 13, 2014 - 11:10:15 PM
Contributor : Emilie Chouzenoux <>
Submitted on : Thursday, February 13, 2014 - 11:25:33 AM
Last modification on : Wednesday, February 26, 2020 - 7:06:07 PM
Document(s) archivé(s) le : Tuesday, May 13, 2014 - 11:10:15 PM
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