By enabling the nodes or agents to solve small-sized subproblems achieve coordination, distributed algorithms are favored by many networked systems for efficient and scalable computation. While convex problems, substantial available, results more broad nonconvex counterparts extremely lacking. This paper develops a algorithm class of nonsmooth problems featured (i) objective formed both separat...

In this paper, we study the properties of Gerstewitz nonlinear scalar functional with respect to coradiant set and radiant in real linear space. With help nonconvex separation theorem co-radiant set, first obtain that is a special co-radiant(radiant) when corresponding set. Based on subadditivity property convex calculate its Fenchel(approximate) subdifferential. As applications, derive optimal...

Abstract. This paper presents a set of complete solutions to a class of polynomial optimization problems. By using the so-called sequential canonical dual transformation developed in the author’s recent book [Gao, D.Y. (2000), Duality Principles in Nonconvex Systems: Theory, Method and Applications, Kluwer Academic Publishers, Dordrecht/Boston/London, xviii + 454 pp], the nonconvex polynomials ...

In machine learning and optimization, one often wants to minimize a convex objective function F but can only evaluate a noisy approximation F̂ to it. Even though F is convex, the noise may render F̂ nonconvex, making the task of minimizing F intractable in general. As a consequence, several works in theoretical computer science, machine learning and optimization have focused on coming up with pol...

In engineering design, an optimized solution often turns out to be suboptimal, when implementation errors are encountered. While the theory of robust convex optimization has taken significant strides over the past decade, all approaches fail if the underlying cost function is not explicitly given; it is even worse if the cost function is nonconvex. In this work, we present a robust optimization...

In engineering design, an optimized solution often turns out to be suboptimal, when errors are encountered. While the theory of robust convex optimization has taken significant strides over the past decade, all approaches fail if the underlying cost function is not explicitly given; it is even worse if the cost function is nonconvex. In this work, we present a robust optimization method, which ...

We introduce a generalization of a deterministic relaxation algorithm for edge-preserving regularization in linear inverse problems. This algorithm transforms the original (possibly nonconvex) optimization problem into a sequence of quadratic optimization problems, and has been shown to converge under certain conditions when the original cost functional being minimized is strictly convex. We pr...

Many contemporary signal processing, machine learning and wireless communication applications can be formulated as nonconvex nonsmooth optimization problems. Often there is a lack of efficient algorithms for these problems, especially when the optimization variables are nonlinearly coupled in some nonconvex constraints. In this work, we propose an algorithm named penalty dual decomposition (PDD...

In this paper, we propose a new decomposition approach named the proximal primal dual algorithm (Prox-PDA) for smooth nonconvex linearly constrained optimization problems. The proposed approach is primal-dual based, where the primal step minimizes certain approximation of the augmented Lagrangian of the problem, and the dual step performs an approximate dual ascent. The approximation used in th...

In this work we consider the regularization of vectorial data such as color images. Based on the observation that edge alignment across image channels is a desirable prior for multichannel image restoration, we propose a novel scheme of minimizing the rank of the image Jacobian and extend this idea to second derivatives in the framework of total generalized variation. We compare the proposed co...