A three-operator splitting algorithm with deviations for generalized DC programming

In this paper, we introduce a three-operator splitting algorithm with deviations for solving the minimization problem composed of the sum of two convex functions minus a convex and smooth function in a real Hilbert space. The main feature of the proposed method is that two per-iteration deviation ve...

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Vydané v:	Applied numerical mathematics Ročník 191; s. 62 - 74
Hlavní autori:	Hu, Ziyue, Dong, Qiao-Li
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier B.V 01.09.2023
Predmet:	Deviations Difference-of-convex programming Inertial algorithms Three-operator splitting algorithm Three-operator splitting algorithm Difference-of-convex programming Deviations Inertial algorithms
ISSN:	0168-9274
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Popis
Shrnutí:	In this paper, we introduce a three-operator splitting algorithm with deviations for solving the minimization problem composed of the sum of two convex functions minus a convex and smooth function in a real Hilbert space. The main feature of the proposed method is that two per-iteration deviation vectors provide additional degrees of freedom. We propose one-step and two step inertial three-operator splitting algorithms by selecting the deviations along a momentum direction. A numerical experiment for DC regularized sparse recovery problems shows that the proposed algorithms have better performance than the original three-operator splitting algorithm.
ISSN:	0168-9274
DOI:	10.1016/j.apnum.2023.04.004