In this paper we propose a decomposition algorithm for solving a class of constrained nonsmooth convex optimization problems which constraints are another nonsmooth minimization problems. The original problem is appro...
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ISBN:
(纸本)9781467391948
In this paper we propose a decomposition algorithm for solving a class of constrained nonsmooth convex optimization problems which constraints are another nonsmooth minimization problems. The original problem is approximately replaced by minimizing a parameterized family of functions instead of penalty functions. The family of these functions is the sum of two convex functions and we decompose the parameterized problem to two approximate subproblems into exploit the substructures of each function. It is shown that the accumulation points of iterative sequence belong to the solution set of the original problem. Numerical experiments validate the theoretical convergence analysis and illustrate the implementation of the decomposition algorithm.
In this paper we propose a decomposition algorithm for solving a class of constrained nonsmooth convex optimization problems which constraints are another nonsmooth minimization *** original problem is approximately r...
详细信息
ISBN:
(纸本)9781467391955
In this paper we propose a decomposition algorithm for solving a class of constrained nonsmooth convex optimization problems which constraints are another nonsmooth minimization *** original problem is approximately replaced by minimizing a parameterized family of functions instead of penalty *** family of these functions is the sum of two convex functions and we decompose the parameterized problem to two approximate subproblems into exploit the substructures of each *** is shown that the accumulation points of iterative sequence belong to the solution set of the original *** experiments validate the theoretical convergence analysis and illustrate the implementation of the decomposition algorithm.
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