The Descent–Ascent Algorithm for DC Programming
提出一种针对非光滑差凸函数无约束最小化的束方法，通过计算下降-上升方向来迭代，仅需每次迭代评估减函数分量，并在基准问题上验证了有效性。
We introduce a bundle method for the unconstrained minimization of nonsmooth difference-of-convex (DC) functions, and it is based on the calculation of a special type of descent direction called descent–ascent direction. The algorithm only requires evaluations of the minuend component function at each iterate, and it can be considered as a parsimonious bundle method as accumulation of information takes place only in case the descent–ascent direction does not provide a sufficient decrease. No line search is performed, and proximity control is pursued independent of whether the decrease in the objective function is achieved. Termination of the algorithm at a point satisfying a weak criticality condition is proved, and numerical results on a set of benchmark DC problems are reported. History: Accepted by Antonio Frangioni, Area Editor for Design & Analysis of Algorithms – Continuous. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information ( https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2023.0142 ) as well as from the IJOC GitHub software repository ( https://github.com/INFORMSJoC/2023.0142 ). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/ .