کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4629811 | 1340586 | 2013 | 9 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A new partial splitting augmented Lagrangian method for minimizing the sum of three convex functions
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
In this paper, we propose a new partial splitting augmented Lagrangian method for solving the separable constrained convex programming problem where the objective function is the sum of three separable convex functions and the constraint set is also separable into three parts. The proposed algorithm combines the alternating direction method (ADM) and parallel splitting augmented Lagrangian method (PSALM), where two operators are handled by a parallel method, while the third operator and the former two are dealt with by an alternating manner. Under mild conditions, we prove the global convergence of the new method. We also report some preliminary numerical results on constrained matrix optimization problem, illustrating the advantage of the new algorithm over the most recently PADALM of Peng and Wu (2010) [12].
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 219, Issue 10, 15 January 2013, Pages 5449-5457
Journal: Applied Mathematics and Computation - Volume 219, Issue 10, 15 January 2013, Pages 5449-5457
نویسندگان
Cuixia Cao, Deren Han, Lingling Xu,