ar X iv : 0 80 1 . 17 80 v 1 [ m at h . O C ] 1 1 Ja n 20 08 Alternating minimization and projection methods for nonconvex problems
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چکیده
We study the convergence properties of alternating proximal minimization algorithms for (nonconvex) functions of the following type: L(x, y) = f(x) + Q(x, y) + g(y) where f : R → R∪{+∞} and g : R → R∪{+∞} are proper lower semicontinuous functions and Q : R×R → R is a smooth C (finite valued) function which couples the variables x and y. The algorithm is defined by: (x0, y0) ∈ R n × R given, (xk, yk) → (xk+1, yk) → (xk+1, yk+1)
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تاریخ انتشار 2008