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运筹学学报 >

2017 , Vol. 21 >Issue 2: 119 - 125

DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2017.02.013

运筹学

一类特殊优化问题的光滑梯度法

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  • 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

收稿日期: 2017-03-30

  网络出版日期: 2017-06-15

基金资助

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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The smoothing gradient method for a kind of special optimization problem

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  • 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

Received date: 2017-03-30

  Online published: 2017-06-15

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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.

关键词： 非光滑优化; 光滑梯度法; 全局收敛

本文引用格式

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 . DOI: 10.15960/j.cnki.issn.1007-6093.2017.02.013

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.

Key words： nonsmooth optimization; smoothing gradient method; global convergence

参考文献

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