Global convergence of block proximal iteratively reweighted algorithm with extrapolation

2023/12/12 by Jie Zhang, Zhang, Jie, Yang, Xinmin
Computer Science · Engineering · Mathematics · #FOS: Mathematics #Numerical methods in inverse problems #Optimization and Control (math.OC) #Optimization and Variational Analysis #Sparse and Compressive Sensing Techniques

paper · pdf · doi:10.48550/arxiv.2312.06915

openalex publication_date 2023/12/12 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we propose a proximal iteratively reweighted algorithm with extrapolation based on block coordinate update aimed at solving a class of optimization problems which is the sum of a smooth possibly nonconvex loss function and a general nonconvex regularizer with a special structure. The proposed algorithm can be used to solve the ℓ_p(0

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