加速光滑函数的DC算法

Accelerating the DC algorithm for smooth functions

Mathematical Programming · 2017
被引 78
ABS 4

中文导读

提出了两种新算法来最小化光滑的凸函数差(DC)函数,通过结合经典DC算法和线搜索步骤加速收敛,并在生物化学反应网络模型上验证了比原算法快四倍以上。

Abstract

We introduce two new algorithms to minimise smooth difference of convex (DC) functions that accelerate the convergence of the classical DC algorithm (DCA). We prove that the point computed by DCA can be used to define a descent direction for the objective function evaluated at this point. Our algorithms are based on a combination of DCA together with a line search step that uses this descent direction. Convergence of the algorithms is proved and the rate of convergence is analysed under the ojasiewicz property of the objective function. We apply our algorithms to a class of smooth DC programs arising in the study of biochemical reaction networks, where the objective function is real analytic and thus satisfies the ojasiewicz property. Numerical tests on various biochemical models clearly show that our algorithms outperform DCA, being on average more than four times faster in both computational time and the number of iterations. Numerical experiments show that the algorithms are

算法数学优化凸函数生物化学网络数值计算