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A proximal alternating linearization method for nonconvex optimization problems.
- Source :
-
Optimization Methods & Software . Jul2014, Vol. 29 Issue 4, p771-785. 15p. - Publication Year :
- 2014
-
Abstract
- In this paper, we focus on the problems of minimizing the sum of two nonsmooth functions which are possibly nonconvex. These problems arise in many applications of practical interests. We present a proximal alternating linearization algorithm which alternately generates two approximate proximal points of the original objective function. It is proved that the accumulation points of iterations converge to a stationary point of the problem. Numerical experiments validate the theoretical convergence analysis and verify the implementation of the proposed algorithm. [ABSTRACT FROM PUBLISHER]
Details
- Language :
- English
- ISSN :
- 10556788
- Volume :
- 29
- Issue :
- 4
- Database :
- Academic Search Index
- Journal :
- Optimization Methods & Software
- Publication Type :
- Academic Journal
- Accession number :
- 94451909
- Full Text :
- https://doi.org/10.1080/10556788.2013.854358