A new envelope function for nonsmooth DC optimization

Difference-of-convex (DC) optimization problems are shown to be equivalent to the minimization of a Lipschitz-differentiable "envelope". A gradient method on this surrogate function yields a novel (sub)gradient-free proximal algorithm which is inherently parallelizable and can handle fully...

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Bibliographic Details

Published in:	arXiv.org
Main Authors:	Themelis, Andreas, Hermans, Ben, Patrinos, Panagiotis
Format:	Paper
Language:	English
Published:	Ithaca Cornell University Library, arXiv.org 31.03.2020
Subjects:	Algorithms Convexity Optimization Parallel processing
ISSN:	2331-8422
Online Access:	Get full text
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