可分离凸优化问题的非精确平行分裂算法

Abstract

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.

Key words: convex optimization, separable structure, variational inequality, parallel splitting method, inexact

CLC Number:

O221.2

YANG Yun, PENG Zheng. An inexact parallel splitting method for separable convex optimization problem[J]. Operations Research Transactions, 2014, 18(3): 33-46.

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An inexact parallel splitting method for separable convex optimization problem

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