A Descent Lemma Beyond Lipschitz Gradient Continuity: First-Order Methods Revisited and Applications
A Descent Lemma Beyond Lipschitz Gradient Continuity: First-Order Methods Revisited and Applications
The proximal gradient and its variants is one of the most attractive first-order algorithm for minimizing the sum of two convex functions, with one being nonsmooth. However, it requires the differentiable part of the objective to have a Lipschitz continuous gradient, thus precluding its use in many applications. In this …