Accelerating the DC algorithm for smooth functions
From MaRDI portal
Abstract: We introduce two new algorithms to minimise smooth difference of convex (DC) functions that accelerate the convergence of the classical DC algorithm (DCA). We prove that the point computed by DCA can be used to define a descent direction for the objective function evaluated at this point. Our algorithms are based on a combination of DCA together with a line search step that uses this descent direction. Convergence of the algorithms is proved and the rate of convergence is analysed under the Lojasiewicz property of the objective function. We apply our algorithms to a class of smooth DC programs arising in the study of biochemical reaction networks, where the objective function is real analytic and thus satisfies the Lojasiewicz property. Numerical tests on various biochemical models clearly show that our algorithms outperforms DCA, being on average more than four times faster in both computational time and the number of iterations. Numerical experiments show that the algorithms are globally convergent to a non-equilibrium steady state of various biochemical networks, with only chemically consistent restrictions on the network topology.
Recommendations
- The Boosted Difference of Convex Functions Algorithm for Nonsmooth Functions
- A new boosted proximal point algorithm for minimizing nonsmooth DC functions
- The modified second APG method for DC optimization problems
- DCA-based algorithms for DC fitting
- An accelerated proximal algorithm for the difference of convex programming
Cites work
- scientific article; zbMATH DE number 4041643 (Why is no real title available?)
- scientific article; zbMATH DE number 107823 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- scientific article; zbMATH DE number 3381034 (Why is no real title available?)
- A Barzilai-Borwein type method for stochastic linear complementarity problems
- A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
- A generalized proximal point algorithm for certain non-convex minimization problems
- A minimization method for the sum of a convex function and a continuously differentiable function
- Convergence of the Iterates of Descent Methods for Analytic Cost Functions
- Douglas-Rachford splitting for nonconvex optimization with application to nonconvex feasibility problems
- Globally convergent algorithms for finding zeros of duplomonotone mappings
- Gradient methods for minimizing composite functions
- Numerical solution for optimization over the efficient set by d.c. optimization algorithms
- On solving linear complementarity problems by DC programming and DCA
- On the convergence of an approximate proximal method for DC functions
- On the convergence of the proximal algorithm for nonsmooth functions involving analytic features
- Proximal Newton-type methods for minimizing composite functions
- Proximal alternating linearized minimization for nonconvex and nonsmooth problems
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- The Łojasiewicz Inequality for Nonsmooth Subanalytic Functions with Applications to Subgradient Dynamical Systems
- Variational reconstruction with DC-programming
Cited in
(34)- An extension of the proximal point algorithm beyond convexity
- A boosted DC algorithm for non-differentiable DC components with non-monotone line search
- Efficient Boosted DC Algorithm for Nonconvex Image Restoration with Rician Noise
- Finding zeros of Hölder metrically subregular mappings via globally convergent Levenberg-Marquardt methods
- The ABC of DC programming
- A new boosted proximal point algorithm for minimizing nonsmooth DC functions
- The Boosted Difference of Convex Functions Algorithm for Nonsmooth Functions
- Convergence Analysis of the Proximal Gradient Method in the Presence of the Kurdyka–Łojasiewicz Property Without Global Lipschitz Assumptions
- The descent algorithm for solving the symmetric eigenvalue complementarity problem
- On difference-of-SOS and difference-of-convex-SOS decompositions for polynomials
- Open issues and recent advances in DC programming and DCA
- A bundle method for nonsmooth DC programming with application to chance-constrained problems
- Conditions for duality between fluxes and concentrations in biochemical networks
- A refined inertial DC algorithm for DC programming
- Finding robust minimizer for non-convex phase retrieval
- A sequential partial linearization algorithm for the symmetric eigenvalue complementarity problem
- Using positive spanning sets to achieve d-stationarity with the boosted DC algorithm
- A boosted-DCA with power-sum-DC decomposition for linearly constrained polynomial programs
- A proximal alternating direction method of multipliers for DC programming with structured constraints
- Non-monotone boosted DC and Caputo fractional tailored finite point algorithm for Rician denoising and deblurring
- Sequential difference-of-convex programming
- \(l_{p}\)-norm regularization method (\( 0<p<1 \)) and DC programming for correction system of inconsistency linear inequalities
- A modified proximal point method for DC functions on Hadamard manifolds
- On strongly quasiconvex functions: existence results and proximal point algorithms
- The boosted DC algorithm for linearly constrained DC programming
- A general double-proximal gradient algorithm for d.c. programming
- Numerical comparisons of smoothing functions for optimal correction of an infeasible system of absolute value equations
- A Nonlocal Graph-PDE and Higher-Order Geometric Integration for Image Labeling
- Inexact reduced gradient methods in nonconvex optimization
- A bundle-type method for nonsmooth DC programs
- The modified second APG method for DC optimization problems
- Optimal correction of infeasible equations system as Ax + B|x|= b using ℓ p-norm regularization
- Local convergence of the Levenberg-Marquardt method under Hölder metric subregularity
- An augmented subgradient method for minimizing nonsmooth DC functions
This page was built for publication: Accelerating the DC algorithm for smooth functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1749446)
