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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Bibliographic Details
Published in:Applied numerical mathematics Vol. 191; pp. 62 - 74
Main Authors: Hu, Ziyue, Dong, Qiao-Li
Format: Journal Article
Language:English
Published: Elsevier B.V 01.09.2023
Subjects:
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
Online Access:Get full text
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Summary: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