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Alternating proximal gradient descent for nonconvex regularised problems with multiconvex coupling terms
There has been an increasing interest in constrained nonconvex regularized block biconvex / multiconvex optimization problems. We introduce an approach that effectively exploits the biconvex / multiconvex structure of the coupling term and enables rich application-dependent regularization terms to be used. The proposed Alternating Structure-Adapted Proximal gradient descent algorithm enjoys …