论文标题
牛顿亚级别系统的广义方法
A Generalized Newton Method for Subgradient Systems
论文作者
论文摘要
本文提出并开发了一种新的牛顿型算法,以求解由扩展实现的prox-regular-regular函数的亚级别定义的细分夹杂物。所提出的算法是根据享有广泛的演算规则的二阶细分的二阶细分制定的,可以有效地计算出广泛的扩展现实价值函数。基于这一和标准的规律性和亚级映射的次级性能,我们建立了可验证的条件,确保了所提出的算法及其局部超级线性收敛的适当性。对于通过Lipschitzian梯度($ {\ cal c}^{1,1} $函数)定义的方程式的等式类别也是新的,这是我们考虑的基本情况。针对邻序函数的开发算法及其扩展到结构化的复合函数类别的扩展是根据近端映射和前向信封的形式制定的。除了$ {\ cal c}^{1,1} $函数和广义方程式的众多说明性示例和与已知算法的比较外,该论文还提出了所提出的算法在统计,机器学习和相关学科中引起的正式最小二平方问题的应用。
This paper proposes and develops a new Newton-type algorithm to solve subdifferential inclusions defined by subgradients of extended-real-valued prox-regular functions. The proposed algorithm is formulated in terms of the second-order subdifferential of such functions that enjoys extensive calculus rules and can be efficiently computed for broad classes of extended-real-valued functions. Based on this and on metric regularity and subregularity properties of subgradient mappings, we establish verifiable conditions ensuring well-posedness of the proposed algorithm and its local superlinear convergence. The obtained results are also new for the class of equations defined by continuously differentiable functions with Lipschitzian gradients (${\cal C}^{1,1}$ functions), which is the underlying case of our consideration. The developed algorithms for prox-regular functions and its extension to a structured class of composite functions are formulated in terms of proximal mappings and forward-backward envelopes. Besides numerous illustrative examples and comparison with known algorithms for ${\cal C}^{1,1}$ functions and generalized equations, the paper presents applications of the proposed algorithms to regularized least square problems arising in statistics, machine learning, and related disciplines.