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摘要:
This paper considers the problem of minimizing the sum of a smooth convex function and a separable convex function subject to linear coupling constraints. Problems of this form arise in many contemporary applications including signal processing, wireless networking and smart grid provisioning. We propose a new algorithm called the proximal block minimization method of multipliers with a substitution to solve this family of problems. The proposed algorithm integrates the block coordinate descent and alternating direction method of multipliers with substitution. For the proposed algorithm, we prove its convergence via the analytic framework of contractive type methods and we derive a worst-case Omicron(1/t) convergence rate in an ergodic sense, where t denotes the number of iterations. Finally, some preliminary numerical results are reported to support the efficiency of the new algorithm.
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来源 :
OPTIMIZATION METHODS & SOFTWARE
ISSN: 1055-6788
年份: 2015
期: 4
卷: 30
页码: 825-842
2 . 2 0 0
JCR@2022
ESI学科: COMPUTER SCIENCE;
ESI高被引阀值:168
JCR分区:2
中科院分区:2