E-viri
Recenzirano
Odprti dostop
-
Lee, Ching-pei
Mathematical programming, 09/2023, Letnik: 201, Številka: 1-2Journal Article
For regularized optimization that minimizes the sum of a smooth term and a regularizer that promotes structured solutions, inexact proximal-Newton-type methods, or successive quadratic approximation (SQA) methods, are widely used for their superlinear convergence in terms of iterations. However, unlike the counter parts in smooth optimization, they suffer from lengthy running time in solving regularized subproblems because even approximate solutions cannot be computed easily, so their empirical time cost is not as impressive. In this work, we first show that for partly smooth regularizers, although general inexact solutions cannot identify the active manifold that makes the objective function smooth, approximate solutions generated by commonly-used subproblem solvers will identify this manifold, even with arbitrarily low solution precision. We then utilize this property to propose an improved SQA method, ISQA + , that switches to efficient smooth optimization methods after this manifold is identified. We show that for a wide class of degenerate solutions, ISQA + possesses superlinear convergence not only in iterations, but also in running time because the cost per iteration is bounded. In particular, our superlinear convergence result holds on problems satisfying a sharpness condition that is more general than that in existing literature. We also prove iterate convergence under a sharpness condition for inexact SQA, which is novel for this family of methods that could easily violate the classical relative-error condition frequently used in proving convergence under similar conditions. Experiments on real-world problems support that ISQA + improves running time over some modern solvers for regularized optimization.
Avtor
Vnos na polico
Trajna povezava
- URL:
Faktor vpliva
Dostop do baze podatkov JCR je dovoljen samo uporabnikom iz Slovenije. Vaš trenutni IP-naslov ni na seznamu dovoljenih za dostop, zato je potrebna avtentikacija z ustreznim računom AAI.
Leto | Faktor vpliva | Izdaja | Kategorija | Razvrstitev | ||||
---|---|---|---|---|---|---|---|---|
JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
Baze podatkov, v katerih je revija indeksirana
Ime baze podatkov | Področje | Leto |
---|
Povezave do osebnih bibliografij avtorjev | Povezave do podatkov o raziskovalcih v sistemu SICRIS |
---|
Vir: Osebne bibliografije
in: SICRIS
To gradivo vam je dostopno v celotnem besedilu. Če kljub temu želite naročiti gradivo, kliknite gumb Nadaljuj.