A hybrid Bregman alternating direction method of multipliers for the linearly constrained difference-of-convex problems
From MaRDI portal
Publication:2307744
DOI10.1007/s10898-019-00828-4zbMath1448.90088OpenAlexW2971289269WikidataQ127315307 ScholiaQ127315307MaRDI QIDQ2307744
Hai-Bin Zhang, Kai Tu, Huan Gao, Jun-Kai Feng
Publication date: 25 March 2020
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-019-00828-4
alternating direction method of multipliersBregman distanceKurdyka-Łojasiewicz functionlinearly constrained difference-of-convex problems
Related Items (3)
An inertial Bregman generalized alternating direction method of multipliers for nonconvex optimization ⋮ New Bregman proximal type algoritms for solving DC optimization problems ⋮ A three-operator splitting algorithm with deviations for generalized DC programming
Uses Software
Cites Work
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Nonlinear total variation based noise removal algorithms
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- Point source super-resolution via non-convex \(L_1\) based methods
- An inertial Tseng's type proximal algorithm for nonsmooth and nonconvex optimization problems
- Proximal alternating linearized minimization for nonconvex and nonsmooth problems
- Alternating direction method of multipliers with difference of convex functions
- Some sharp performance bounds for least squares regression with \(L_1\) regularization
- A proximal point algorithm for DC functions on Hadamard manifolds
- On the convergence of the proximal algorithm for nonsmooth functions involving analytic features
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- Convex analysis approach to d. c. programming: Theory, algorithms and applications
- Introductory lectures on convex optimization. A basic course.
- Relative-error approximate versions of Douglas-Rachford splitting and special cases of the ADMM
- Global convergence of ADMM in nonconvex nonsmooth optimization
- Fast L1-L2 minimization via a proximal operator
- A proximal difference-of-convex algorithm with extrapolation
- DC formulations and algorithms for sparse optimization problems
- A DC programming approach for solving multicast network design problems via the Nesterov smoothing technique
- A general double-proximal gradient algorithm for d.c. programming
- Minimization of non-smooth, non-convex functionals by iterative thresholding
- A new efficient algorithm based on DC programming and DCA for clustering
- Convergence analysis of tight framelet approach for missing data recovery
- A refined convergence analysis of \(\mathrm{pDCA}_{e}\) with applications to simultaneous sparse recovery and outlier detection
- The linearized alternating direction method of multipliers for sparse group LAD model
- Enhanced proximal DC algorithms with extrapolation for a class of structured nonsmooth DC minimization
- Adaptive correction procedure for TVL1 image deblurring under impulse noise
- On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method
- NESTA: A Fast and Accurate First-Order Method for Sparse Recovery
- A Weighted Difference of Anisotropic and Isotropic Total Variation Model for Image Processing
- Fréchet subdifferential calculus and optimality conditions in nondifferentiable programming
- Deblurring Images
- Global Convergence of Splitting Methods for Nonconvex Composite Optimization
- A New Class of Alternating Proximal Minimization Algorithms with Costs-to-Move
- Convergence of New Inertial Proximal Methods for DC Programming
- Variational Analysis
- A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
- Recovering Sparse Signals With a Certain Family of Nonconvex Penalties and DC Programming
- Parallel Algorithms for Constrained Tensor Factorization via Alternating Direction Method of Multipliers
- A Symmetric Alternating Direction Method of Multipliers for Separable Nonconvex Minimization Problems
- Convergence rate bounds for a proximal ADMM with over-relaxation stepsize parameter for solving nonconvex linearly constrained problems
- Convergence of alternating direction method for minimizing sum of two nonconvex functions with linear constraints
- Sparse Recovery via Partial Regularization: Models, Theory, and Algorithms
- Minimization of $\ell_{1-2}$ for Compressed Sensing
- Alternating Direction Method of Multipliers for a Class of Nonconvex and Nonsmooth Problems with Applications to Background/Foreground Extraction
- Fast Gradient-Based Algorithms for Constrained Total Variation Image Denoising and Deblurring Problems
- Local Linear Convergence of the Alternating Direction Method of Multipliers for Quadratic Programs
- Convex analysis and monotone operator theory in Hilbert spaces
This page was built for publication: A hybrid Bregman alternating direction method of multipliers for the linearly constrained difference-of-convex problems