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Author:

Li, Ying-Yi (Li, Ying-Yi.) | Zhang, Hai-Bin (Zhang, Hai-Bin.) (Scholars:张海斌) | Li, Fei (Li, Fei.)

Indexed by:

EI Scopus CSCD

Abstract:

In this paper, we propose a modified proximal gradient method for solving a class of nonsmooth convex optimization problems, which arise in many contemporary statistical and signal processing applications. The proposed method adopts a new scheme to construct the descent direction based on the proximal gradient method. It is proven that the modified proximal gradient method is Q-linearly convergent without the assumption of the strong convexity of the objective function. Some numerical experiments have been conducted to evaluate the proposed method eventually. © 2017, Operations Research Society of China, Periodicals Agency of Shanghai University, Science Press, and Springer-Verlag Berlin Heidelberg.

Keyword:

Numerical methods Convex optimization Signal processing Gradient methods

Author Community:

  • [ 1 ] [Li, Ying-Yi]College of Applied Sciences, Beijing University of Technology, Beijing; 100124, China
  • [ 2 ] [Zhang, Hai-Bin]College of Applied Sciences, Beijing University of Technology, Beijing; 100124, China
  • [ 3 ] [Li, Fei]College of Applied Sciences, Beijing University of Technology, Beijing; 100124, China

Reprint Author's Address:

  • [li, ying-yi]college of applied sciences, beijing university of technology, beijing; 100124, china

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Source :

Journal of the Operations Research Society of China

ISSN: 2194-668X

Year: 2017

Issue: 3

Volume: 5

Page: 391-403

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count: 3

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 1

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