An improved algorithm for the - minimization problem
An improved algorithm for the - minimization problem
复制标题
一种改进的最小化问题算法
DOI：
10.1007/s10107-016-1107-2
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发表时间：
2017
影响因子：
2.7
通讯作者：
He Simai
中科院分区：
文献类型：
--
作者：
Ge Dongdong;He Rongchuan;He Simai
本文考虑一类非Lipschitz非凸极小化问题，它推广了-极小化问题。我们提出了一个迭代算法，决定下一次迭代的基础上，其当前位置的局部凸性/稀疏性。我们表明，我们的算法发现一个-KKT点intiniterations从某些初始点。同样的结果也适用于一般线性约束问题在温和的条件下。
In this paper we consider a class of non-Lipschitz and non-convex minimization problems which generalize the–minimization problem. We propose an iterative algorithm that decides the next iteration based on the local convexity/concavity/sparsity of its current position. We show that our algorithm finds an-KKT point withiniterations from certain initial points. The same result is also applied to the problem with general linear constraints under mild conditions.