Generalized Geometry Block Proximal Linearized Method for Multiblock Nonconvex and Nonsmooth Optimization

Abstract:This paper considers a class of multiblock nonconvex and nonsmooth optimization problems arising in many applications. Existing methods construct proximal linearized operators or their variants within standard Euclidean geometry to solve this class of problems, forcing their block variable updates to rely on the standard inner product and its induced norm. Nevertheless, this construction fails to capture the geometric structure of the target problem, leading to low numerical efficiency. To overcome these drawbacks, we propose a generalized geometry proximal linearized operator for updating block variables, and develop the Generalized Geometry Block Proximal Linearized (GGBPL) method based on this operator. Compared with existing proximal linearized operators, the proposed operator allows the block surrogate functions to be constructed using arbitrary inner products and general admissible metrics, thereby enabling the GGBPL method to adapt its updates to the geometric structure of various problems. We also introduce the inertial version of GGBPL, named the inertial GGBPL (iGGBPL) method. We further establish a new unified convergence framework under this generalized geometry, within which we prove that our methods guarantee convergence of the objective function values, establish global convergence of the generated sequence to a critical point, and derive the convergence rate of our methods. We also establish an $\mathcal{O}(\varepsilon^{-2})$ iteration complexity bound for obtaining an $\varepsilon$-stationary point. We apply our methods to two nonconvex and nonsmooth problems: sparse nonnegative matrix factorization with $\ell_0$-constraints and sparse nonnegative CP decomposition with $\ell_0$-constraints. Numerical results demonstrate the superior numerical performance of our proposed methods over several state-of-the-art methods.

Optimization and Control (math.OC); Machine Learning (cs.LG)

arXiv:2609.39301 [math.OC]

(or arXiv:2609.39301v1 [math.OC] for this version)

https://doi.org/10.48550/arXiv.2609.39301 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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