Projective Proximal Gradient Descent for A Class of Nonconvex Nonsmooth Optimization Problems: Fast Convergence Without Kurdyka-Lojasiewicz (KL) Property

Yingzhen Yang, Ping Li

Nonconvex and nonsmooth optimization problems are important and challenging for statistics and machine learning. In this paper, we propose Projected Proximal Gradient Descent (PPGD…