A parameterized proximal point algorithm for separable convex optimization
نویسندگان
چکیده
منابع مشابه
A parameterized proximal point algorithm for separable convex optimization
In this paper, we develop a parameterized proximal point algorithm (PPPA) for solving a class of separable convex programming problems subject to linear and convex constraints. The proposed algorithm is provable to be globally convergent with a worst-case O(1/t) convergence rate, where t denotes the iteration number. By properly choosing the algorithm parameters, numerical experiments on solvin...
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ژورنال
عنوان ژورنال: Optimization Letters
سال: 2017
ISSN: 1862-4472,1862-4480
DOI: 10.1007/s11590-017-1195-9