Nonconvex nonsmooth optimization via convex-nonconvex majorization-minimization
type: Item
instance of: scholarly article
title: Nonconvex nonsmooth optimization via convex-nonconvex majorization-minimization
zbMATH Open document ID: 1368.65087
author: Serena Morigi
author: Ivan W. Selesnick
author: Alessandro Lanza
author: Fiorella Sgallari
published in: Numerische Mathematik
publication date: 2017-06-09T00:00:00Z
review text: The authors present a majorization-minimization approach based on a novel convex-nonconvex upper bounding strategy for the solution of certain classes of nonconvex nonsmooth optimization problems. They propose an efficient algorithm for minimizing the (convex) surrogate function based on the alternating direction method of multipliers. Numerical experiments are given and show the effectiveness of the proposed method for the solution of nonconvex nonsmooth minimization problems.
reviewed by: Hans Benker
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C26
Mathematics Subject Classification ID: 49J52
zbMATH DE Number: 6728585
zbMATH Keywords: nonconvex nonsmooth optimization
zbMATH Keywords: algorithm
zbMATH Keywords: alternating direction method of multipliers
zbMATH Keywords: numerical experiment
describes a project that uses: RecPF
describes a project that uses: UNLocBoX
MaRDI profile type: Publication
full work available at URL: s00211-016-0842-x
OpenAlex ID: W2531491639
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DOI: 10.1007/S00211-016-0842-X
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description: scientific article; zbMATH DE number 6728585