English

On the convergence analysis of DCA

Optimization and Control 2022-11-22 v1 Numerical Analysis Numerical Analysis

Abstract

In this paper, we propose a clean and general proof framework to establish the convergence analysis of the Difference-of-Convex (DC) programming algorithm (DCA) for both standard DC program and convex constrained DC program. We first discuss suitable assumptions for the well-definiteness of DCA. Then, we focus on the convergence analysis of DCA, in particular, the global convergence of the sequence {xk}\{x^k\} generated by DCA under the Lojasiewicz subgradient inequality and the Kurdyka-Lojasiewicz property respectively. Moreover, the convergence rate for the sequences {f(xk)}\{f(x^k)\} and {xkx}\{\|x^k-x^*\|\} are also investigated. We hope that the proof framework presented in this article will be a useful tool to conveniently establish the convergence analysis for many variants of DCA and new DCA-type algorithms.

Keywords

Cite

@article{arxiv.2211.10942,
  title  = {On the convergence analysis of DCA},
  author = {Yi-Shuai Niu},
  journal= {arXiv preprint arXiv:2211.10942},
  year   = {2022}
}
R2 v1 2026-06-28T06:18:20.836Z