Convergence Analysis of Algorithms for DC Programming

MaRDI QIDQ6264597zbMATH OpenFDO

Authors Bui Van Dinh, Do Sang Kim, Liguo Jiao

Publication date 16 August 2015

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53) Numerical methods based on nonlinear programming (49M37) Numerical optimization and variational techniques (65K10)

Abstract: We consider the minimization problems of the form $P(varphi,g,h)$: $minf(x)=varphi(x)+g(x)-h(x):xinBbb{R}^n$, where $varphi$ is a differentiable function and $g$, $h$ are convex functions, and introduce iterative methods to finding a critical point of $f$ when $f$ is differentiable. We show that the point computed by proximal point algorithm at each iteration can be used to determine a descent direction for the objective function at this point. This algorithm can be considered as a combination of proximal point algorithm together with a linesearch step that uses this descent direction. We also study convergence results of these algorithms and the inertial proximal methods proposed by P.E. Maing$acutee$ {it et.al.} cite{MM} under the main assumption that the objective function satisfies the Kurdika-{L}ojasiewicz property.

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