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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2020
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2004.00083 |
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Table of Contents:
- Difference-of-convex (DC) optimization problems are shown to be equivalent to the minimization of a Lipschitz-differentiable "envelope". A gradient method on this surrogate function yields a novel (sub)gradient-free proximal algorithm which is inherently parallelizable and can handle fully nonsmooth formulations. Newton-type methods such as L-BFGS are directly applicable with a classical linesearch. Our analysis reveals a deep kinship between the novel DC envelope and the forward-backward envelope, the former being a smooth and convexity-preserving nonlinear reparametrization of the latter.