Global Convergence of Splitting Methods for Nonconvex Composite Optimization
نویسندگان
چکیده
منابع مشابه
Global Convergence of Splitting Methods for Nonconvex Composite Optimization
We consider the problem of minimizing the sum of a smooth function h with a bounded Hessian, and a nonsmooth function. We assume that the latter function is a composition of a proper closed function P and a surjective linear map M, with the proximal mappings of τP , τ > 0, simple to compute. This problem is nonconvex in general and encompasses many important applications in engineering and mach...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2015
ISSN: 1052-6234,1095-7189
DOI: 10.1137/140998135