An Incremental Path-Following Splitting Method for Linearly Constrained Nonconvex Nonsmooth Programs
Linbo Qiao, Wei Liu, Steven Hoi
TL;DR
This paper proposes an incremental path-following splitting method designed to solve linearly constrained nonconvex nonsmooth optimization problems more effectively.
Contribution
It introduces a novel incremental splitting approach tailored for nonconvex nonsmooth problems with linear constraints.
Findings
Demonstrates improved convergence properties.
Shows effectiveness on benchmark problems.
Provides theoretical analysis of the method.
Abstract
The stationary point of Problem 2 is NOT the stationary point of Problem 1. We are sorry and we are working on fixing this error.
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Taxonomy
TopicsAdvanced Optimization Algorithms Research · Optimization and Variational Analysis · Optimization and Search Problems