Back to Search
Start Over
A note on the Douglas–Rachford splitting method for optimization problems involving hypoconvex functions
- 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.
- Subjects :
- 021103 operations research
Control and Optimization
Optimization problem
Applied Mathematics
010102 general mathematics
Mathematics::Optimization and Control
0211 other engineering and technologies
02 engineering and technology
Function (mathematics)
Management Science and Operations Research
01 natural sciences
Omega
Convexity
Computer Science Applications
Convergence (routing)
Applied mathematics
0101 mathematics
Constant (mathematics)
Convex function
Mathematics
Subjects
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