difference_convex

Solvers for the optimization of the difference of convex functions.

Collection of DCA (d.c. algorithms) and related methods which make use of structured optimization if the objective function can be written as a difference of two convex functions.

Functions

dca(x, f, g, niter[, callback])	Subgradient DCA of Tao and An.
doubleprox_dc(x, y, f, phi, g, K, niter, …)	Double-proxmial gradient d.c.
doubleprox_dc_simple(x, y, f, phi, g, K, …)	Non-optimized version of doubleprox_dc.
prox_dca(x, f, g, niter, gamma[, callback])	Proximal DCA of Sun, Sampaio and Candido.