A unified proximal gradient method for nonconvex composite optimization with extrapolation
A unified proximal gradient method for nonconvex composite optimization with extrapolation
In this paper, we propose a unified proximal gradient method with extrapolation (UPG-E) to solve a class of nonconvex and nonsmooth composite optimization. UPG-E provides a unified treatment to both convex and nonconvex problems, and adaptively estimates the nonconvexity modulus of the possibly nonconvex component function in the objective function. …