Relax-and-split method for nonsmooth nonconvex problems

26 Sep 2018 Zheng Peng Aravkin Aleksandr

We develop and analyze a new `relax-and-split' (RS) approach for compositions of separable nonconvex nonsmooth functions with linear maps. RS uses a relaxation technique together with partial minimization, and brings classic techniques including direct factorization, matrix decompositions, and fast iterative methods to bear on nonsmooth nonconvex problems... (read more)

PDF Abstract
No code implementations yet. Submit your code now

Categories


  • OPTIMIZATION AND CONTROL