On the Linear Convergence of Difference-of-convex Algorithms for Nonsmooth DC Programming

In this paper we consider the linear convergence of algorithms for minimizing difference- of-convex functions with convex constraints. We allow nonsmoothness in both of the convex and concave components in the objective function, with a finite max structure in the concave compo- nent. Our focus is on algorithms that compute (weak and standard) d(irectional)-stationary points … Read more