可分离凸优化问题的非精确平行分裂算法 |
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引用本文: | 杨赟,彭拯.可分离凸优化问题的非精确平行分裂算法[J].运筹学杂志,2014(3):33-46. |
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作者姓名: | 杨赟 彭拯 |
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作者单位: | 福州大学数学与计算机科学学院,福州350108 |
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基金项目: | 国家自然科学基金(No.61170308),福建省自然科学基金(No.2011J01008),福州大学科技启动基金(No.2013-XQ-29) |
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摘 要: | 针对一类可分离凸优化问题提出了一种非精确平行分裂算法.该算法充分利用了所求解问题的可分离结构,并对子问题进行非精确求解.在适当的条件下,证明了所提出的非精确平行分裂算法的全局收敛性,初步的数值实验说明了算法有效性.
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关 键 词: | 凸优化 可分离结构 变分不等式 平行分裂算法 非精确 |
An inexact parallel splitting method for separable convex optimization problem |
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Authors: | YANG Yun PENG Zheng |
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Institution: | YANG Yun PENG Zheng |
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Abstract: | In this paper, an inexact parallel splitting method is proposed for a class of separable convex optimization problem. The proposed method makes full use of the separability of the problem under consideration, and all sub-problems are solved inexactly. Under some suitable conditions, the convergence of the proposed method is proved. Some primary numerical results indicate the validity of the proposed method. |
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Keywords: | convex optimization separable structure variational inequality parallelsplitting method inexact |
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