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A note on the Douglas–Rachford splitting method for optimization problems involving hypoconvex functions

Authors :
Ke Guo
Deren Han
Source :
Journal of Global Optimization. 72:431-441
Publication Year :
2018
Publisher :
Springer Science and Business Media LLC, 2018.

Abstract

Recently, the convergence of the Douglas–Rachford splitting method (DRSM) was established for minimizing the sum of a nonsmooth strongly convex function and a nonsmooth hypoconvex function under the assumption that the strong convexity constant $$\beta $$ is larger than the hypoconvexity constant $$\omega $$ . Such an assumption, implying the strong convexity of the objective function, precludes many interesting applications. In this paper, we prove the convergence of the DRSM for the case $$\beta =\omega $$ , under relatively mild assumptions compared with some existing work in the literature.

Details

ISSN :
15732916 and 09255001
Volume :
72
Database :
OpenAIRE
Journal :
Journal of Global Optimization
Accession number :
edsair.doi...........147566ad6b844682c615023e5e1c42b2
Full Text :
https://doi.org/10.1007/s10898-018-0660-z