We consider the problem of minimizing the sum of a smooth function h with a bounded Hessian and a nonsmooth function. We assume that the latter function is a composition of a proper closed function P and a surjective linear map M. This problem is nonconvex in general and encompasses many important applications in engineering and machine learning. In this paper, we examined two types of splitting methods for solving this nonconvex optimization problem: the alternating direction method of multipliers and the proximal gradient algorithm. For the direct adaptation of the alternating direction method of multipliers, we show that if the penalty parameter is chosen sufficiently large and the sequence generated has a cluster point, then it gives a stationary point of the nonconvex problem. We also establish convergence of the whole sequence under an additional assumption that the functions h and P are semialgebraic. Furthermore, we give simple sufficient conditions to guarantee boundedness of the sequence generated. These conditions can be satisfied for a wide range of applications including the least squares problem with the 1/2 regularization. Finally, when M is the identity so that the proximal gradient algorithm can be efficiently applied, we show that any cluster point is stationary under a slightly more flexible constant step-size rule than what is known in the literature for a nonconvex h. We illustrate our theoretical finding with a variety of applications such as signal denoising and sparse optimisation problems.

All SL(n) covariant vector valuations on convex polytopes in R^n are completely classified without any continuity assumptions. The moment vector turns out to be the only such valuation if n ≥ 3, while two new functionals show up in dimension two.

No abstract uploaded!

In this paper, we study the Kurdyka–Łojasiewicz (KL) exponent, an important quantity for analyzing the convergence rate of first-order methods. Specifically, we develop various calculus rules to deduce the KL exponent of new (possibly nonconvex and nonsmooth) functions formed from functions with known KL exponents. In addition, we show that the well-studied Luo–Tseng error bound together with a mild assumption on the separation of stationary values implies that the KL exponent is 1/2 . The Luo–Tseng error bound is known to hold for a large class of concrete structured optimization problems, and thus we deduce the KL exponent of a large class of functions whose exponents were previously unknown. Building upon this and the calculus rules, we are then able to show that for many convex or nonconvex optimization models for applications such as sparse recovery, their objective function’s KL exponent is 1/2 . This includes the least squares problem with smoothly clipped absolute deviation regularization or minimax concave penalty regularization and the logistic regression problem with l_1 regularization. Since many existing local convergence rate analysis for first-order methods in the nonconvex scenario relies on the KL exponent,our results enable us to obtain explicit convergence rate for various first-order methods when they are applied to a large variety of practical optimization models. Finally, we further illustrate how our results can be applied to establishing local linear convergence of the proximal gradient algorithm and the inertial proximal algorithm with constant step sizes for some specific models that arise in sparse recovery.

Delaunay meshes (DM) are a special type of manifold triangle meshes --- where the local Delaunay condition holds everywhere --- and find important applications in digital geometry processing. This paper addresses the \yongjin{general} DM simplification problem: given an arbitrary manifold triangle mesh M with n vertices and the user-specified resolution m(< n), compute a Delaunay mesh M* with m vertices that has the least Hausdorff distance to M. To solve the problem, we abstract the simplification process using a 2D Cartesian grid model, in which each grid point corresponds to triangle meshes with a certain number of vertices and a simplification process is a monotonic path on the grid. We develop a novel differential-evolution-based method to compute a low-cost path, which leads to a high quality Delaunay mesh. Extensive evaluation shows that our method consistently outperforms the existing methods in terms of approximation error. In particular, our method is highly effective for small-scale CAD models and man-made objects with sharp features but less details. Moreover, our method is fully automatic and can preserve sharp features well and deal with models with multiple components, whereas the existing methods often fail.