论文标题

不精确的循环块近端梯度方法和不精确近端图的特性

The Inexact Cyclic Block Proximal Gradient Method and Properties of Inexact Proximal Maps

论文作者

Maia, Leandro, Gutman, David Huckleberry, Hughes, Ryan Christopher

论文摘要

本文通过允许不可精性地计算的梯度和近端图扩展了可分离的复合梯度最小化的环状近端梯度方法。所得算法,即不精确的环状块近端梯度(I-CBPG)方法,具有与其精确计算的模拟相同的收敛速率,前提是允许的误差可非常快速减少或预先选择足够小。我们提供数值实验,以展示I-CBPG的实用计算优势,以示近似误差的某些固定公差,并且特别是动态降低误差公差制度。我们在我们的$δ$ - 第二代理定理中建立了不精确的近端地图评估与$Δ$ - 缩合的关系。该定理构成了我们的融合分析的基础,使我们能够证明不精确的梯度计算和其他不精确近端映射计算的概念可以包含在单个统一的框架中。

This paper expands the Cyclic Block Proximal Gradient method for block separable composite minimization by allowing for inexactly computed gradients and proximal maps. The resultant algorithm, the Inexact Cyclic Block Proximal Gradient (I-CBPG) method, shares the same convergence rate as its exactly computed analogue provided the allowable errors decrease sufficiently quickly or are pre-selected to be sufficiently small. We provide numerical experiments that showcase the practical computational advantage of I-CBPG for certain fixed tolerances of approximation error and for a dynamically decreasing error tolerance regime in particular. We establish a tight relationship between inexact proximal map evaluations and $δ$-subgradients in our $δ$-Second Prox Theorem. This theorem forms the foundation of our convergence analysis and enables us to show that inexact gradient computations and other notions of inexact proximal map computation can be subsumed within a single unifying framework.

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