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Author:

Tu, Kai (Tu, Kai.) | Zhang, Haibin (Zhang, Haibin.) (Scholars:张海斌) | Gao, Huan (Gao, Huan.) | Feng, Junkai (Feng, Junkai.)

Indexed by:

CPCI-S EI Scopus SCIE

Abstract:

In this paper, we propose a hybrid Bregman alternating direction method of multipliers for solving the linearly constrained difference-of-convex problems whose objective can be written as the sum of a smooth convex function with Lipschitz gradient, a proper closed convex function and a continuous concave function. At each iteration, we choose either subgradient step or proximal step to evaluate the concave part. Moreover, the extrapolation technique was utilized to compute the nonsmooth convex part. We prove that the sequence generated by the proposed method converges to a critical point of the considered problem under the assumption that the potential function is a Kurdyka-Lojasiewicz function. One notable advantage of the proposed method is that the convergence can be guaranteed without the Lischitz continuity of the gradient function of concave part. Preliminary numerical experiments show the efficiency of the proposed method.

Keyword:

Alternating direction method of multipliers Kurdyka-Lojasiewicz function Linearly constrained difference-of-convex problems Bregman distance

Author Community:

  • [ 1 ] [Tu, Kai]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Zhang, Haibin]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Feng, Junkai]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 4 ] [Gao, Huan]Hunan First Normal Univ, Coll Math & Computat Sci, Changsha 410205, Hunan, Peoples R China

Reprint Author's Address:

  • [Gao, Huan]Hunan First Normal Univ, Coll Math & Computat Sci, Changsha 410205, Hunan, Peoples R China

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Source :

JOURNAL OF GLOBAL OPTIMIZATION

ISSN: 0925-5001

Year: 2020

Issue: 4

Volume: 76

Page: 665-693

1 . 8 0 0

JCR@2022

ESI Discipline: ENGINEERING;

ESI HC Threshold:115

Cited Count:

WoS CC Cited Count: 12

SCOPUS Cited Count: 12

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 6

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