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HYBRID ALGORITHMS FOR FINDING A D-STATIONARY POINT OF A CLASS OF STRUCTURED NONSMOOTH DC MINIMIZATION.

Authors :
ZHE SUN
LEI WU
Source :
SIAM Journal on Optimization. 2024, Vol. 34 Issue 1, p485-506. 22p.
Publication Year :
2024

Abstract

In this paper, we consider a class of structured nonsmooth difference-of-convex (DC) minimization in which the first convex component is the sum of a smooth and a nonsmooth function, while the second convex component is the supremum of finitely many convex smooth functions. The existing methods for this problem usually have weak convergence guarantees or need to solve lots of subproblems per iteration. Due to this, we propose hybrid algorithms for solving this problem in which we first compute approximate critical points and then check whether these points are approximate D-stationary points. Under suitable conditions, we prove that there exists a subsequence of iterates of which every accumulation point is a D-stationary point. Some preliminary numerical experiments are conducted to demonstrate the efficiency of the proposed algorithms. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10526234
Volume :
34
Issue :
1
Database :
Academic Search Index
Journal :
SIAM Journal on Optimization
Publication Type :
Academic Journal
Accession number :
176824632
Full Text :
https://doi.org/10.1137/21M1457709