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A proximal difference-of-convex algorithm with extrapolation - MaRDI portal

A proximal difference-of-convex algorithm with extrapolation (Q1744881)

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Language	Label	Description	Also known as
English	A proximal difference-of-convex algorithm with extrapolation	scientific article

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scholarly article

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A proximal difference-of-convex algorithm with extrapolation (English)

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Computational Optimization and Applications

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publication date

20 April 2018

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full work available at URL

https://arxiv.org/abs/1612.06265

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zbMATH Keywords

difference-of-convex problems

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nonconvex

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nonsmooth

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extrapolation

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Kurdyka-Łojasiewicz inequality

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Difference-of-Convex Learning: Directional Stationarity, Optimality, and Sparsity

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A New Decomposition Method for Multiuser DC-Programming and Its Applications

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On the convergence of the proximal algorithm for nonsmooth functions involving analytic features

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Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Łojasiewicz Inequality

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Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized Gauss-Seidel methods

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A general double-proximal gradient algorithm for d.c. programming

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A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems

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Templates for convex cone problems with applications to sparse signal recovery

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Optimality and Complexity for Constrained Optimization Problems with Nonconvex Regularization

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The Łojasiewicz Inequality for Nonsmooth Subanalytic Functions with Applications to Subgradient Dynamical Systems

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Proximal alternating linearized minimization for nonconvex and nonsmooth problems

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Enhancing sparsity by reweighted \(\ell _{1}\) minimization

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Penalty Methods for a Class of Non-Lipschitz Optimization Problems

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Proximal Splitting Methods in Signal Processing

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Adaptive restart for accelerated gradient schemes

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DC formulations and algorithms for sparse optimization problems

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The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems

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Exact penalty in d. c. programming

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Exact penalty and error bounds in DC programming

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Calculus of the exponent of Kurdyka-Łojasiewicz inequality and its applications to linear convergence of first-order methods

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Further properties of the forward-backward envelope with applications to difference-of-convex programming

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Introductory lectures on convex optimization. A basic course.

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Dual extrapolation and its applications to solving variational inequalities and related problems

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Gradient methods for minimizing composite functions

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Convex analysis approach to d. c. programming: Theory, algorithms and applications

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A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem

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Some methods of speeding up the convergence of iteration methods

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Variational Analysis

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Optimal Joint Base Station Assignment and Beamforming for Heterogeneous Networks

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Convex analysis and global optimization

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Sparse Reconstruction by Separable Approximation

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Minimization of $\ell_{1-2}$ for Compressed Sensing

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Nearly unbiased variable selection under minimax concave penalty

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Minimization of transformed \(L_1\) penalty: theory, difference of convex function algorithm, and robust application in compressed sensing

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Identifiers

zbMATH Open document ID

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10.1007/s10589-017-9954-1

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Mathematics Subject Classification ID

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zbMATH DE Number

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DBLP publication ID

journals/coap/WenCP18

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Sitelinks

Mathematics(1 entry)

mardi Publication:1744881

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