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Convergence Rate Analysis of the Proximal Difference of the Convex Algorithm

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  • Xueyong Wang
  • Ying Zhang
  • Haibin Chen
  • Xipeng Kou

Abstract

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.

Suggested Citation

  • Xueyong Wang & Ying Zhang & Haibin Chen & Xipeng Kou, 2021. "Convergence Rate Analysis of the Proximal Difference of the Convex Algorithm," Mathematical Problems in Engineering, Hindawi, vol. 2021, pages 1-5, January.
    • Handle: RePEc:hin:jnlmpe:5629868
    DOI: 10.1155/2021/5629868
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