Enhanced proximal DC algorithms with extrapolation for a class of structured nonsmooth DC minimization
DOI10.1007/S10107-018-1318-9zbMATH Open1415.90091OpenAlexW2890947376WikidataQ129239052 ScholiaQ129239052MaRDI QIDQ2425177FDOQ2425177
Zhe Sun, Zhaosong Lu, Zirui Zhou
Publication date: 26 June 2019
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-018-1318-9
extrapolationiteration complexityapproximate D-stationary pointD-stationary pointnonsmooth DC programproximal DCA
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)
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Cited In (27)
- Convergence rate analysis of an extrapolated proximal difference-of-convex algorithm
- A proximal subgradient algorithm with extrapolation for structured nonconvex nonsmooth problems
- A generalized formulation for group selection via ADMM
- A unified Douglas-Rachford algorithm for generalized DC programming
- On the superiority of PGMs to PDCAs in nonsmooth nonconvex sparse regression
- A double extrapolation primal-dual algorithm for saddle point problems
- Nonmonotone Enhanced Proximal DC Algorithms for a Class of Structured Nonsmooth DC Programming
- A refined inertial DC algorithm for DC programming
- Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization
- Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs
- Penalty and Augmented Lagrangian Methods for Constrained DC Programming
- On the rate of convergence of the difference-of-convex algorithm (DCA)
- Solving nonnegative sparsity-constrained optimization via DC quadratic-piecewise-linear approximations
- Nonconvex robust programming via value-function optimization
- A hybrid Bregman alternating direction method of multipliers for the linearly constrained difference-of-convex problems
- Hybrid Algorithms for Finding a D-Stationary Point of a Class of Structured Nonsmooth DC Minimization
- Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse
- Open issues and recent advances in DC programming and DCA
- A unified Bregman alternating minimization algorithm for generalized DC programs with application to imaging
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- Composite Difference-Max Programs for Modern Statistical Estimation Problems
- Linear-step solvability of some folded concave and singly-parametric sparse optimization problems
- A proximal alternating direction method of multipliers for DC programming with structured constraints
- Linear Convergence of a Proximal Alternating Minimization Method with Extrapolation for \(\boldsymbol{\ell_1}\) -Norm Principal Component Analysis
- Error bound and isocost imply linear convergence of DCA-based algorithms to D-stationarity
- Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems
- On the Convergence to Stationary Points of Deterministic and Randomized Feasible Descent Directions Methods
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