论文标题
非平滑优化问题的亚级别方法,并放松尖锐的最小值
Subgradient methods for non-smooth optimization problems with some relaxation of sharp minimum
论文作者
论文摘要
在本文中,我们提出了一种广义条件,以最小的最低限度,与Devolder-Glineur-Nesterov最近提出的不精确的甲骨文相似。所提出的方法使得将亚级别方法的适用性与Polyak Spemsize扩展到有关最低值的不精确信息以及目标函数的未知lipschitz常数。此外,使用目标函数的全局特征的局部类似物使得将这种类型的结果应用于更广泛的问题类别。我们还显示了将提出的方法应用于强烈凸出的非平滑问题的可能性,我们还与已知的最佳亚级别方法进行了实验比较,以解决此类问题。此外,还获得了一些结果,该结果与所提出的技术在某些类型的凸度放松问题上的适用性相关:最近提出的弱$β$ -quasi-convexity和普通的准跨性别的概念。同样在本文中,我们研究了对情况的概括,假设可以使用$δ$ - 求和,而不是通常的亚级别。对于一种考虑的方法之一,发现在实际上,可以将被认为的迭代序列放在可行的问题集中。
In this paper we propose a generalized condition for a sharp minimum, somewhat similar to the inexact oracle proposed recently by Devolder-Glineur-Nesterov. The proposed approach makes it possible to extend the class of applicability of subgradient methods with the Polyak step-size, to the situation of inexact information about the value of the minimum, as well as the unknown Lipschitz constant of the objective function. Moreover, the use of local analogs of the global characteristics of the objective function makes it possible to apply the results of this type to wider classes of problems. We show the possibility of applying the proposed approach to strongly convex non-smooth problems, also, we make an experimental comparison with the known optimal subgradient method for such a class of problems. Moreover, there were obtained some results connected to the applicability of the proposed technique to some types of problems with convexity relaxations: the recently proposed notion of weak $β$-quasi-convexity and ordinary quasi-convexity. Also in the paper, we study a generalization of the described technique to the situation with the assumption that the $δ$-subgradient of the objective function is available instead of the usual subgradient. For one of the considered methods, conditions are found under which, in practice, it is possible to escape the projection of the considered iterative sequence onto the feasible set of the problem.