| 一类特殊优化问题的光滑梯度法 |
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| 引用本文： | 陈元媛,高岩,刘志敏,杜守强.一类特殊优化问题的光滑梯度法[J].运筹学学报,2017,21(2):119-125. |
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| 作者姓名： | 陈元媛 高岩 刘志敏 杜守强 |
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| 作者单位： | 1. 上海理工大学管理学院, 上海 200093; 2. 青岛大学数学与统计学院, 山东青岛 266071 |
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| 基金项目： | 国家自然科学基金(Nos.11671220, 11401331), 山东省自然科学基金(No. ZR2016AM29) |
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| 摘 要： | 对一类在压缩感知、图像处理等相关领域有广泛应用的特殊非光滑优化问题进行了研究,给出了求解此类问题的光滑梯度法及算法的全局收敛性证明,相关的数值实验表明算法的有效性.
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| 关 键 词： | 非光滑优化 光滑梯度法 全局收敛 |
| 收稿时间： | 2017-03-30 |
The smoothing gradient method for a kind of special optimization problem |
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| CHEN Yuanyuan,GAO Yan,LIU Zhimin,DU Shouqiang.The smoothing gradient method for a kind of special optimization problem[J].OR Transactions,2017,21(2):119-125. |
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| Authors: | CHEN Yuanyuan GAO Yan LIU Zhimin DU Shouqiang |
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| Institution: | 1. Business School, University of Shanghai for Science and Technology, Shanghai 200093, China; 2. College of Mathematics and Statistic, Qingdao University, Qingdao 266071, Shangdong, China |
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| Abstract: | In this paper, we study a kind of special nonsmooth optimization problem, which is widely used in the field of compressed sensing and image processing. A smoothing gradient method is proposed and the global convergence is also given. Finally, the related numerical results indicate the efficiency of the given method. |
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| Keywords: | nonsmooth optimization smoothing gradient method global convergence |
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