论文标题

非平滑复合材料优化的随机坐标亚级别方法

Randomized Coordinate Subgradient Method for Nonsmooth Composite Optimization

论文作者

Zhao, Lei, Chen, Ding, Zhu, Daoli, Li, Xiao

论文摘要

由于子差异的设置值,用于解决非平滑优化问题的坐标类型亚级别方法相对较高。在这项工作中,我们的研究重点是非平滑复合优化问题,包括一系列凸面和弱凸(nonconvex nonsmooth)问题。通过正确利用复合结构的链条规则,我们引入了随机坐标亚级别方法(RCS)来解决此问题类别。据我们所知,这是解决一般非平滑复合优化问题的第一种坐标亚级别级别方法。从理论上讲,我们认为目标函数的线性界限亚级别假设比传统的Lipschitz连续性假设更一般,以说明实际情况。然后,我们基于这种广义的Lipschitz型假设,在凸面和弱凸病例中对RC进行收敛分析。 Specifically, we establish the $\widetilde{\mathcal{O}}$$(1/\sqrt{k})$ convergence rate in expectation and the $\tilde o(1/\sqrt{k})$ almost sure asymptotic convergence rate in terms of the suboptimality gap when $f$ is convex.对于$ f $弱凸并且其子差异满足全局度量次级性属性的情况,我们得出了$ \ MATHCAL {O}(\ VAREPSILON^{ - 4})$ ITERATION EXPRISITY在预期中的复杂性。我们还建立了渐近收敛结果。为了证明分析中使用的全局度量次级性属性是合理的,我们为具体(实现)鲁棒相位检索问题建立了此误差约束条件。我们还提供了收敛的引理以及弱凸函数的全局度量超值属性与其莫罗包络之间的关系。最后,我们进行了几项实验,以证明RC在亚级别方法上的优势。

Coordinate-type subgradient methods for addressing nonsmooth optimization problems are relatively underexplored due to the set-valued nature of the subdifferential. In this work, our study focuses on nonsmooth composite optimization problems, encompassing a wide class of convex and weakly convex (nonconvex nonsmooth) problems. By utilizing the chain rule of the composite structure properly, we introduce the Randomized Coordinate Subgradient method (RCS) for tackling this problem class. To the best of our knowledge, this is the first coordinate subgradient method for solving general nonsmooth composite optimization problems. In theory, we consider the linearly bounded subgradients assumption for the objective function, which is more general than the traditional Lipschitz continuity assumption, to account for practical scenarios. We then conduct convergence analysis for RCS in both convex and weakly convex cases based on this generalized Lipschitz-type assumption. Specifically, we establish the $\widetilde{\mathcal{O}}$$(1/\sqrt{k})$ convergence rate in expectation and the $\tilde o(1/\sqrt{k})$ almost sure asymptotic convergence rate in terms of the suboptimality gap when $f$ is convex. For the case when $f$ is weakly convex and its subdifferential satisfies the global metric subregularity property, we derive the $\mathcal{O}(\varepsilon^{-4})$ iteration complexity in expectation. We also establish an asymptotic convergence result. To justify the global metric subregularity property utilized in the analysis, we establish this error bound condition for the concrete (real-valued) robust phase retrieval problem. We also provide a convergence lemma and the relationship between the global metric subregularity properties of a weakly convex function and its Moreau envelope. Finally, we conduct several experiments to demonstrate the possible superiority of RCS over the subgradient method.

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