Papers › Approximate Bregman Proximal Gradient Algorithm for Relatively Smooth Nonconvex Optimization
Approximate Bregman Proximal Gradient Algorithm for Relatively Smooth Nonconvex Optimization
Shota Takahashi, Akiko Takeda
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In this paper, we propose the approximate Bregman proximal gradient algorithm (ABPG) for solving composite nonconvex optimization problems. ABPG employs a new distance that approximates the Bregman distance, making the subproblem of ABPG simpler to solve compared to existing Bregman-type algorithms. The subproblem of ABPG is often expressed in a closed form. Similarly to existing Bregman-type algorithms, ABPG does not require the global Lipschitz continuity for the gradient of the smooth part. Instead, assuming the smooth adaptable property, we establish the global subsequential convergence under standard assumptions. Additionally, assuming that the Kurdyka--{\L}ojasiewicz property holds, we prove the global convergence for a special case. Our numerical experiments on the ℓₚ regularized least squares problem, the ℓₚ loss problem, and the nonnegative linear system show that ABPG outperforms existing algorithms especially when the gradient of the smooth part is not globally Lipschitz or even local Lipschitz continuous.
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