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An Accelerated Proximal Algorithm for the Difference of Convex Programming

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  • Feichao Shen
  • Ying Zhang
  • Xueyong Wang

Abstract

In this paper, we propose an accelerated proximal point algorithm for the difference of convex (DC) optimization problem by combining the extrapolation technique with the proximal difference of convex algorithm. By making full use of the special structure of DC decomposition and the information of stepsize, we prove that the proposed algorithm converges at rate of under milder conditions. The given numerical experiments show the superiority of the proposed algorithm to some existing algorithms.

Suggested Citation

  • Feichao Shen & Ying Zhang & Xueyong Wang, 2021. "An Accelerated Proximal Algorithm for the Difference of Convex Programming," Mathematical Problems in Engineering, Hindawi, vol. 2021, pages 1-9, April.
    • Handle: RePEc:hin:jnlmpe:9994015
    DOI: 10.1155/2021/9994015
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