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检索条件"主题词=proximal point algorithm"
340 条 记 录,以下是201-210 订阅
排序:
SOLVING LOG-DETERMINANT OPTIMIZATION PROBLEMS BY A NEWTON-CG PRIMAL proximal point algorithm
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SIAM JOURNAL ON OPTIMIZATION 2010年 第6期20卷 2994-3013页
作者: Wang, Chengjing Sun, Defeng Toh, Kim-Chuan SW Jiaotong Univ Coll Math Chengdu 610031 Peoples R China Natl Univ Singapore Dept Math Singapore 119076 Singapore Natl Univ Singapore NUS Risk Management Inst Singapore 119076 Singapore Singapore MIT Alliance Singapore 117576 Singapore
We propose a Newton-CG primal proximal point algorithm (PPA) for solving large scale log-determinant optimization problems. Our algorithm employs the essential ideas of PPA, the Newton method, and the preconditioned C... 详细信息
来源: 评论
STRONG CONVERGENCE OF AN INEXACT proximal point algorithm FOR EQUILIBRIUM PROBLEMS IN BANACH SPACES
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NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION 2010年 第9期31卷 1053-1071页
作者: Mashreghi, Javad Nasri, Mostafa Univ Laval Dept Math & Stat Fac Sci & Genie Quebec City PQ G1V 0A6 Canada
We develop an inexact proximal point algorithm for solving equilibrium problems in Banach spaces which consists of two principal steps and admits an interesting geometric interpretation. At a certain iterate, first we... 详细信息
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An implementation of Halpern-type proximal algorithms for nonsmooth problems
An implementation of Halpern-type proximal algorithms for no...
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2016 IEEE Advanced Information Management,Communicates,Electronic and Automation Control Conference(IMCEC 2016)
作者: Lei Sun Heng Chen Xiaodong Fan College of Information Science and Technology Bohai University 78046 Uint Chinese People's Liberation Army Department of Mathematics Bohai University
This paper develops two implementations of Halpern-type proximal algorithms(HPA1 and HPA2) solving nonsmooth *** prove their convergence to the solutions of the problems under the new *** this idea to the Basis Pursui... 详细信息
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Pseudomonotone operators and the Bregman proximal point algorithm
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JOURNAL OF GLOBAL OPTIMIZATION 2010年 第4期47卷 537-555页
作者: Langenberg, Nils Univ Trier Dept Math D-54286 Trier Germany
To permit the stable solution of ill-posed problems, the proximal point algorithm (PPA) was introduced by Martinet (RIRO 4:154-159, 1970) and further developed by Rockafellar (SIAM J Control Optim 14:877-898, 1976). L... 详细信息
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A proximal point algorithm converging strongly for general errors
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OPTIMIZATION LETTERS 2010年 第4期4卷 635-641页
作者: Boikanyo, O. A. Morosanu, G. Cent European Univ Dept Math & Its Applicat H-1051 Budapest Hungary
In this paper a proximal point algorithm (PPA) for maximal monotone operators with appropriate regularization parameters is considered. A strong convergence result for PPA is stated and proved under the general condit... 详细信息
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Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach
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COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 2014年 第1-2期59卷 135-161页
作者: Gu, Guoyong He, Bingsheng Yuan, Xiaoming Nanjing Univ Dept Math Nanjing 210093 Jiangsu Peoples R China Nanjing Univ Int Ctr Management Sci & Engn Nanjing 210093 Jiangsu Peoples R China Nanjing Univ Dept Math Nanjing 210093 Jiangsu Peoples R China Hong Kong Baptist Univ Dept Math Hong Kong Hong Kong Peoples R China
This paper focuses on some customized applications of the proximal point algorithm (PPA) to two classes of problems: the convex minimization problem with linear constraints and a generic or separable objective functio... 详细信息
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proximal point algorithms for zero points of nonlinear operators
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FIXED point THEORY AND APPLICATIONS 2014年 第1期2014卷 42-42页
作者: Qing, Yuan Cho, Sun Young Hangzhou Normal Univ Dept Math Hangzhou 310036 Zhejiang Peoples R China Gyeongsang Natl Univ Dept Math Jinju 660701 South Korea
A proximal point algorithm with double computational errors for treating zero points of accretive operators is investigated. Strong convergence theorems of zero points are established in a Banach space.
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A new algorithm for linearly constrained c-convex vector optimization with a supply chain network risk application
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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2015年 第2期247卷 359-365页
作者: Qu, Shaojian Goh, Mark Ji, Ying De Souza, Robert Shanghai Univ Sci & Technol Sch Business Shanghai 200093 Peoples R China Harbin Inst Technol Ctr Nat Sci Harbin Heilongjiang Peoples R China Natl Univ Singapore Logist Inst Asia Pacific Singapore 117548 Singapore Natl Univ Singapore NUS Business Sch Singapore 117548 Singapore
We study a class of vector optimization problems with a C-convex objective function under linear constraints. We extend the proximal point algorithm used in scalar optimization to vector optimization. We analyze both ... 详细信息
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CONVERGENCE RATE ANALYSIS OF PRIMAL-DUAL SPLITTING SCHEMES
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SIAM JOURNAL ON OPTIMIZATION 2015年 第3期25卷 1912-1943页
作者: Davis, Damek Univ Calif Los Angeles Dept Math Los Angeles CA 90025 USA Cornell Univ Sch Operat Res & Informat Engn Ithaca NY 14850 USA
Primal-dual splitting schemes are a class of powerful algorithms that solve complicated monotone inclusions and convex optimization problems that are built from many simpler pieces. They decompose problems that are bu... 详细信息
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THE PROX-TIKHONOV-LIKE FORWARD-BACKWARD METHOD AND APPLICATIONS
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TAIWANESE JOURNAL OF MATHEMATICS 2015年 第2期19卷 481-503页
作者: Sahu, D. R. Ansari, Q. H. Yao, J. C. Banaras Hindu Univ Dept Math Varanasi 221005 Uttar Pradesh India Natl Sun Yat Sen Univ Dept Appl Math Kaohsiung 804 Taiwan Aligarh Muslim Univ Dept Math Aligarh 202002 Uttar Pradesh India King Fahd Univ Petr & Minerals Dept Math & Stat Dhahran 31261 Saudi Arabia Kaohsiung Med Univ Ctr Fundamental Sci Kaohsiung 807 Taiwan King Abdulaziz Univ Dept Math Jeddah 21589 Saudi Arabia
It is known, by Rockafellar [SIAM J. Control Optim., 14 (1976), 877898], that the proximal point algorithm (PPA) converges weakly to a zero of a maximal monotone operator in a Hilbert space, but it fails to converge s... 详细信息
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