A proximal variable smoothing method with backtracking stepsizes finds stationary points for nonlinearly composite nonsmooth optimization with O(epsilon^-3) iteration complexity.
An LiGME Regularizer of Designated Isolated Minimizers -- An Application to Discrete-Valued Signal Estimation
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abstract
For a regularized least squares estimation of discrete-valued signals, we propose a Linearly involved Generalized Moreau Enhanced (LiGME) regularizer, as a nonconvex regularizer, of designated isolated minimizers. The proposed regularizer is designed as a Generalized Moreau Enhancement (GME) of the so-called sum-of-absolute-values (SOAV) convex regularizer. Every candidate vector in the discrete-valued set is aimed to be assigned to an isolated local minimizer of the proposed regularizer while the overall convexity of the regularized least squares model is maintained. Moreover, a global minimizer of the proposed model can be approximated iteratively by using a variant of the constrained LiGME (cLiGME) algorithm. To enhance the accuracy of the proposed estimation, we also propose a pair of simple modifications, called respectively an iterative reweighting and a generalized superiorization. Numerical experiments demonstrate the effectiveness of the proposed model and algorithms in a scenario of multiple-input multiple-output (MIMO) signal detection.
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A Proximal Variable Smoothing for Minimization of Nonlinearly Composite Nonsmooth Function -- Finite-Max Minimization and MIMO Applications
A proximal variable smoothing method with backtracking stepsizes finds stationary points for nonlinearly composite nonsmooth optimization with O(epsilon^-3) iteration complexity.