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An Accelerated Double-Proximal Gradient Algorithm for DC Programming

Gaoxi Li (), Ying Yi and Yingquan Huang ()
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Gaoxi Li: School of Mathematics and Statistics, Chongqing Technology and Business University, Chongqing 400067, P. R. China
Ying Yi: School of Mathematics and Statistics, Chongqing Technology and Business University, Chongqing 400067, P. R. China
Yingquan Huang: Chongqing Key Laboratory of Social Economy and Applied Statistics, Chongqing 400067, P. R. China

Asia-Pacific Journal of Operational Research (APJOR), 2024, vol. 41, issue 03, 1-21

Abstract: The double-proximal gradient algorithm (DPGA) is a new variant of the classical difference-of-convex algorithm (DCA) for solving difference-of-convex (DC) optimization problems. In this paper, we propose an accelerated version of the double-proximal gradient algorithm for DC programming, in which the objective function consists of three convex modules (only one module is smooth). We establish convergence of the sequence generated by our algorithm if the objective function satisfies the Kurdyka–Šojasiewicz (KŠ) property and show that its convergence rate is not weaker than DPGA. Compared with DPGA, the numerical experiments on an image processing model show that the number of iterations of ADPGA is reduced by 43.57% and the running time is reduced by 43.47% on average.

Keywords: Difference-of-convex problems; double-proximal gradient algorithm; convergence analysis (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1142/S0217595923500288

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