Research map / Optimization / Nonconvex and smooth optimization
GSOS: Gauss-Seidel Operator Splitting Algorithm for Multi-Term Nonsmooth Convex Composite Optimization
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Gauss-Seidel operator splitting (GSOS) instead of GFB, PDM, PA-APG, APA-APG | GSOS · Overlapping group Lasso | objective value vs iteration | Helped |
| primal-dual solver PDM versus primal solver GFB | PDM · Overlapping group Lasso | convergence speed | Helped |
| GSOS instead of GFB, PDM, AP-APG, APA-APG | GSOS · Graph-guided fused Lasso | objective value vs iteration | Helped |
| primal GFB versus primal-dual PDM with many nonsmooth terms | GFB · Graph-guided fused Lasso | convergence speed | Helped |
| APA-APG adaptive stepsize over iterations | APA-APG · Overlapping group Lasso | convergence speed | Mixed |
| PA-APG with proximal average precision 1.0e-5 | PA-APG · Overlapping group Lasso | convergence speed | Hurt |
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