A Class of Alternating Linearization Algorithms for Nonsmooth Convex Optimization
Acta Mathematicae Applicatae Sinica, English Series(2019)
摘要
We consider the problems of minimizing the sum of a continuously differentiable convex function and a nonsmooth convex function in this paper. These problems arise in many applications of practical interest. A class of alternating linearization methods is presented for solving these problems. The global convergence rate is also obtained under certain mild conditions. Numerical experiments validate the theoretical convergence analysis and verify the implementation of the proposed algorithm.
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关键词
alternating linearization method,proximal point,convex programming,nonsmooth optimization
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