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作者:

Chao, M. T. (Chao, M. T..) | Cheng, C. Z. (Cheng, C. Z..) | Liang, D. Y. (Liang, D. Y..)

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EI Scopus SCIE

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.

关键词:

alternating direction method of multipliers block coordinate descent method contraction methods convergence rate convex programming

作者机构:

  • [ 1 ] [Chao, M. T.]Beijing Univ Technol, Dept Math, Beijing 100124, Peoples R China
  • [ 2 ] [Cheng, C. Z.]Beijing Univ Technol, Dept Math, Beijing 100124, Peoples R China
  • [ 3 ] [Liang, D. Y.]Guangxi Vocat & Tech Coll Commun, Nanning 530023, Peoples R China

通讯作者信息:

  • [Liang, D. Y.]Guangxi Vocat & Tech Coll Commun, Nanning 530023, Peoples R China

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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:115

JCR分区:2

中科院分区:2

被引次数:

WoS核心集被引频次: 3

SCOPUS被引频次: 4

ESI高被引论文在榜: 0 展开所有

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