On the convergence analysis of DCA

MaRDI QIDQ6417847zbMATH OpenFDO

Authors Yi-Shuai Niu

Publication date 20 November 2022

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

Abstract: In this paper, we propose a clean and general proof framework to establish the convergence analysis of the Difference-of-Convex (DC) programming algorithm (DCA) for both standard DC program and convex constrained DC program. We first discuss suitable assumptions for the well-definiteness of DCA. Then, we focus on the convergence analysis of DCA, in particular, the global convergence of the sequence $x^k$ generated by DCA under the Lojasiewicz subgradient inequality and the Kurdyka-Lojasiewicz property respectively. Moreover, the convergence rate for the sequences $f(x^k)$ and $|x^k-x^{\ast }|$ are also investigated. We hope that the proof framework presented in this article will be a useful tool to conveniently establish the convergence analysis for many variants of DCA and new DCA-type algorithms.

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