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作者:

Tu, Kai (Tu, Kai.) | Zhang, Haibin (Zhang, Haibin.) (学者:张海斌) | Gao, Huan (Gao, Huan.) | Feng, Junkai (Feng, Junkai.)

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摘要:

In this paper, we propose a hybrid Bregman alternating direction method of multipliers for solving the linearly constrained difference-of-convex problems whose objective can be written as the sum of a smooth convex function with Lipschitz gradient, a proper closed convex function and a continuous concave function. At each iteration, we choose either subgradient step or proximal step to evaluate the concave part. Moreover, the extrapolation technique was utilized to compute the nonsmooth convex part. We prove that the sequence generated by the proposed method converges to a critical point of the considered problem under the assumption that the potential function is a Kurdyka-Lojasiewicz function. One notable advantage of the proposed method is that the convergence can be guaranteed without the Lischitz continuity of the gradient function of concave part. Preliminary numerical experiments show the efficiency of the proposed method.

关键词:

Alternating direction method of multipliers Bregman distance Kurdyka-Lojasiewicz function Linearly constrained difference-of-convex problems

作者机构:

  • [ 1 ] [Tu, Kai]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Zhang, Haibin]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Feng, Junkai]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 4 ] [Gao, Huan]Hunan First Normal Univ, Coll Math & Computat Sci, Changsha 410205, Hunan, Peoples R China

通讯作者信息:

  • [Gao, Huan]Hunan First Normal Univ, Coll Math & Computat Sci, Changsha 410205, Hunan, Peoples R China

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来源 :

JOURNAL OF GLOBAL OPTIMIZATION

ISSN: 0925-5001

年份: 2020

期: 4

卷: 76

页码: 665-693

1 . 8 0 0

JCR@2022

ESI学科: ENGINEERING;

ESI高被引阀值:28

JCR分区:1

被引次数:

WoS核心集被引频次: 6

SCOPUS被引频次: 8

ESI高被引论文在榜: 0 展开所有

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中文被引频次:

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