Abstract
This paper applies an idea of adaptive momentum for the nonlinear conjugate gradient to accelerate optimization problems in sparse recovery. Specifically, we consider two types of minimization problems: a (single) differentiable function and the sum of a non-smooth function and a differentiable function. In the first case, we adopt a fixed step size to avoid the traditional line search and establish the convergence analysis of the proposed algorithm for a quadratic problem. This acceleration is further incorporated with an operator splitting technique to deal with the non-smooth function in the second case. We use the convex ℓ1 and the nonconvex ℓ1- ℓ2 functionals as two case studies to demonstrate the efficiency of the proposed approaches over traditional methods.
Original language | English |
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Article number | 33 |
Journal | Journal of Scientific Computing |
Volume | 95 |
Issue number | 1 |
DOIs | |
State | Published - Apr 2023 |
Bibliographical note
Funding Information:YL acknowledges the support from NSF CAREER DMS-1846690. BW is supported by NSF DMS-1924935, DMS-1952339, DMS-2152762, and DMS-2208361. BW also acknowledges support from the office of Science of the department of energy under grant number DE-SC0021142 and DE-SC0002722. MY was supported by the NSF DMS-2012439 and Shenzhen Science and Technology Program ZDSYS20211021111415025. XY acknowledges the support from NSF CAREER DMS-2143915. XY was also partly supported by DOE, Office of Science, Office of Advanced Scientific Computing Research (ASCR) as part of Multifaceted Mathematics for Rare, Extreme Events in Complex Energy and Environment Systems (MACSER). QY acknowledges the support from the NSF grant DMS-1821144.
Publisher Copyright:
© 2023, The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature.
Keywords
- Accelerated gradient momentum
- Convergence rate
- Fixed step size
- Operator splitting
ASJC Scopus subject areas
- Software
- Theoretical Computer Science
- Numerical Analysis
- Engineering (all)
- Computational Mathematics
- Computational Theory and Mathematics
- Applied Mathematics