Steering exact penalty DCA for nonsmooth DC optimization problems with equality and inequality constraints
Fuente:
arXiv
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2021
|
| Schlagworte: | |
| Online-Zugang: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866916215420616704 |
|---|---|
| author | Dolgopolik, M. V. |
| author_facet | Dolgopolik, M. V. |
| contents | We propose and study a version of the DCA (Difference-of-Convex functions Algorithm) using the $\ell_1$ penalty function for solving nonsmooth DC optimization problems with nonsmooth DC equality and inequality constraints. The method employs an adaptive penalty updating strategy to improve its performance. This strategy is based on the so-called steering exact penalty methodology and relies on solving some auxiliary convex subproblems to determine a suitable value of the penalty parameter. We present a detailed convergence analysis of the method and illustrate its practical performance by applying the method to two nonsmooth discrete optimal control problem. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2107_01433 |
| institution | arXiv |
| publishDate | 2021 |
| record_format | arxiv |
| spellingShingle | Steering exact penalty DCA for nonsmooth DC optimization problems with equality and inequality constraints Dolgopolik, M. V. Optimization and Control 90C26, 90C30, 90C56, 65K05 We propose and study a version of the DCA (Difference-of-Convex functions Algorithm) using the $\ell_1$ penalty function for solving nonsmooth DC optimization problems with nonsmooth DC equality and inequality constraints. The method employs an adaptive penalty updating strategy to improve its performance. This strategy is based on the so-called steering exact penalty methodology and relies on solving some auxiliary convex subproblems to determine a suitable value of the penalty parameter. We present a detailed convergence analysis of the method and illustrate its practical performance by applying the method to two nonsmooth discrete optimal control problem. |
| title | Steering exact penalty DCA for nonsmooth DC optimization problems with equality and inequality constraints |
| topic | Optimization and Control 90C26, 90C30, 90C56, 65K05 |
| url | https://arxiv.org/abs/2107.01433 |