A Block Inertial Bregman Proximal Algorithm for Nonsmooth Nonconvex Problems with Application to Symmetric Nonnegative Matrix Tri-Factorization

We propose BIBPA , a block inertial Bregman proximal algorithm for minimizing the sum of a block relatively smooth function (that is, relatively smooth concerning each block) and block separable nonsmooth nonconvex functions. We show that the cluster points of the sequence generated by BIBPA are cri...

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Veröffentlicht in:Journal of optimization theory and applications 2021-07, Vol.190 (1), p.234-258
Hauptverfasser: Ahookhosh, Masoud, Hien, Le Thi Khanh, Gillis, Nicolas, Patrinos, Panagiotis
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Sprache:eng
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Zusammenfassung:We propose BIBPA , a block inertial Bregman proximal algorithm for minimizing the sum of a block relatively smooth function (that is, relatively smooth concerning each block) and block separable nonsmooth nonconvex functions. We show that the cluster points of the sequence generated by BIBPA are critical points of the objective under standard assumptions, and this sequence converges globally when a regularization of the objective function satisfies the Kurdyka-Łojasiewicz (KL) property. We also provide the convergence rate when a regularization of the objective function satisfies the Łojasiewicz inequality. We apply BIBPA to the symmetric nonnegative matrix tri-factorization (SymTriNMF) problem, where we propose kernel functions for SymTriNMF and provide closed-form solutions for subproblems of BIBPA .
ISSN:0022-3239
1573-2878
DOI:10.1007/s10957-021-01880-5