Inexact proximal point method for piecewise-star-convex function
We propose and analyze an inexact proximal point method for minimizing locally Lipschitz functions on Euclidean spaces with a piecewise star-convex structure. More precisely, the space is covered by finitely many closed convex sets, and on each set the objective function satisfies a star-convex inequality with respect to the minimizers of its restriction. This class … Read more