Nonconvex nonsmooth optimization via convex-nonconvex majorization-minimization (Q530079)

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.