TL;DR提出了一种基于 Anderson 加速的 IRL1 算法,并建立了其局部线性收敛速度,扩展了该收敛结果到非光滑情况。为了确保全局收敛性,引入了经典的非单调线搜索条件,实验结果表明该算法优于现有的基于 Nesterov 加速的算法。
Abstract
Iteratively reweighted L1 (IRL1) algorithm is a common algorithm for solving
sparse optimization problems with nonconvex and nonsmooth regularization. The
development of its acceleration algorithm, often employing Nesterov
acceleration, has sparked significant interest. Nevertheless, t