arXiv:2605.23550math.OCcs.AI2026-05

提出随机化主动集DCA,高效求解非光滑极值凸差问题的定向平稳点。

RA-DCA: A Randomized Active-Set DCA for Directional Stationarity in Max-Structured DC Programs

  • 先选顶点再随机采样方向,用矩阵乘降低筛选计算量。
  • 理论保证几乎必然收敛到定向平稳点,避免非平稳临界点。
  • 适合大规模组合性极值问题,尤其在主动集复杂时优势明显。

研究一类非光滑的凸差规划,其减去的凸项是光滑凸函数的有限最大值。在此类问题中,标准DCA迭代可能收敛至非定向平稳的临界点,而精确的主动顶点筛选在主动集大或组合复杂时代价高昂。本文提出RA-DCA,一种顶点优先的随机主动集DCA算法:将主动梯度投影至采样方向,检查采样顶点残差,并仅以小型线性规划作为低残差凸组合的备用方案。该方法保持DCA的下降结构,将随机筛选层简化为矩阵乘法。在给定正则性、数值主动集一致性和随机嵌入假设下,保障方法生成的任意聚点均为定向平稳点,概率为1。MATLAB实验首先在退化极大仿射、极大二次和稀疏支撑函数模型上验证定理,发现该保护机制有效避免非平稳临界点,且与全主动顶点扫描结果高度一致。块top-k测试进一步表明,当精确聚合枚举为组合难题时,该筛选思想仍具价值。剪裁回归、互补性及QUBO诊断区分了主动集选择起效与受多起点搜索、DC分解或其他问题特异性主导的情形。

原文摘要 · Abstract (English)

We study nonsmooth difference-of-convex programs whose subtracted convex term is a finite maximum of smooth convex functions. In this setting, standard DCA iterations may converge to critical points that are not directionally stationary, whereas exact active-vertex screening can be expensive when active sets are large or combinatorial. We propose RA-DCA, a vertex-first randomized active-set DCA that projects active gradients onto sampled directions, checks a sampled vertex residual, and uses a small linear program only as a low-residual convex-combination fallback. The method preserves the descent structure of DCA and reduces the randomized screening layer to matrix multiplications. Under the stated regularity, numerical active-set consistency, and random-embedding assumptions, every accumulation point generated by the safeguarded method is directionally stationary with probability one. MATLAB experiments first test the theorem on degenerate max-affine, max-quadratic, and sparse support-function models, where the safeguard avoids nonstationary critical points and closely tracks a full active-vertex scan. Block top-k tests then show that the same screening idea remains useful when exact aggregate enumeration is combinatorial. Trimmed-regression, complementarity, and QUBO diagnostics separate cases where active-set selection helps from cases dominated by multistart search, the DC split, or other problem-specific features.

优化算法凸差规划定向平稳随机筛选

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