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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.
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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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