Convergence Rate Analysis of the Proximal Difference of the Convex Algorithm
Author(s) -
Xueyong Wang,
Ying Zhang,
Haibin Chen,
Xipeng Kou
Publication year - 2021
Publication title -
mathematical problems in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.262
H-Index - 62
eISSN - 1026-7077
pISSN - 1024-123X
DOI - 10.1155/2021/5629868
Subject(s) - mathematics , convex function , rate of convergence , convergence (economics) , convex combination , regular polygon , proper convex function , convex analysis , algorithm , effective domain , function (biology) , convex optimization , mathematical optimization , computer science , key (lock) , geometry , economics , economic growth , evolutionary biology , biology , computer security
In this paper, we study the convergence rate of the proximal difference of the convex algorithm for the problem with a strong convex function and two convex functions. By making full use of the special structure of the difference of convex decomposition, we prove that the convergence rate of the proximal difference of the convex algorithm is linear, which is measured by the objective function value.
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