Proximal Method with Penalization for Split Hierarchical Minimization Problems
نویسندگان
چکیده
In this paper we consider a splitting proximal algorithm with penalization for minimizing a finite sum of proper, convex and lower semicontinuous functions subject to the set of minimizers of another proper, convex and lower semicontinuous function. We show convergences of the generated sequence of iterates to an optimal solution of the considered hierarchical minimization problem. As an illustrative example, some numerical experiments on the regularized least squares problems are given to show the effectiveness of the obtained theoretical results.
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