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摘要
In this paper, we focus on the problems of minimizing the sum of two nonsmooth functions which are possibly nonconvex. These problems arise in many applications of practical interests. We present a proximal alternating linearization algorithm which alternately generates two approximate proximal points of the original objective function. It is proved that the accumulation points of iterations converge to a stationary point of the problem. Numerical experiments validate the theoretical convergence analysis and verify the implementation of the proposed algorithm.
- 出版日期2014-7-4
- 单位大连理工大学
