A parameterized proximal point algorithm for separable convex optimization

In this paper, we develop a parameterized proximal point algorithm (P-PPA) 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, wheret denotes the...

Celý popis

Podrobná bibliografia

Vydané v:	arXiv.org
Hlavní autori:	Bai, Jianchao, Zhang, Hongchao, Li, Jicheng
Médium:	Paper
Jazyk:	English
Vydavateľské údaje:	Ithaca Cornell University Library, arXiv.org 10.12.2018
Predmet:	Algorithms Computational geometry Convergence Convexity Iterative methods Mathematical programming Optimization Parameterization State of the art
ISSN:	2331-8422
On-line prístup:	Získať plný text
Tagy:	Pridať tag Žiadne tagy, Buďte prvý, kto otaguje tento záznam!