Minimizing the difference of convex and weakly convex functions via bundle method
We consider optimization problems with objective and constraint being the difference of convex and weakly convex functions. This framework covers a vast family of nonsmooth and nonconvex optimization problems, particularly those involving Difference-of-Convex (DC) functions with known DC decomposition, functions whose gradient is Lipschitz continuous, as well as problems that comprise certain classes of composite … Read more