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- 2015
非精确求解凸规划的部分交替方向算法
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Abstract:
为了求解一类带有三个可分离算子的凸规划问题, 本文得到一种非精确的部分交替方向算法, 给出了新算法的一个下降方向和沿着这个下降方向的最优步长, 并在合理的假设下证明了该算法的全局收敛性. 数值试验表明该算法有效且易于执行.
For solving a class of convex program problem with three separable operators, This paper presents an inexact partial alternating direction method. A descent direction and an optimal step size along this descent direction are derived. Global convergence of the new method is proved under proper assumptions. Some numerical results demonstrate that the new method is efficient and easy to implement