Proximal Algorithms for a Class of Abstract Convex Functions
摘要
In this paper, we analyze a class of nonconvex optimization problems from the viewpoint of abstract convexity. Using the respective generalizations of the subgradient, we propose an abstract notion of a proximal operator and derive several algorithms, namely abstract proximal point method, abstract forward-backward method, and abstract projected subgradient method. Global convergence results for all algorithms are discussed, and numerical examples are given.