A Line-Search-Based Partial Proximal Alternating Directions Method for Separable Convex Optimization
We propose an appealing line-search-based partial proximal alternating directions (LSPPAD) method for solving a class of separable convex optimization problems. These problems under consideration are common in practice. The proposed method solves two subproblems at each iteration: one is solved by a...
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| Format: | Article |
| Language: | English |
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Wiley
2014-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2014/540450 |
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| author | Yu-hua Zeng Yu-fei Yang Zheng Peng |
| author_facet | Yu-hua Zeng Yu-fei Yang Zheng Peng |
| author_sort | Yu-hua Zeng |
| collection | DOAJ |
| description | We propose an appealing line-search-based partial proximal alternating directions (LSPPAD) method for solving a class of separable convex optimization problems. These problems under consideration are common in practice. The proposed method solves two subproblems at each iteration: one is solved by a proximal point method, while the proximal term is absent from the other. Both subproblems admit inexact solutions. A line search technique is used to guarantee the convergence. The convergence of the LSPPAD method is established under some suitable conditions. The advantage of the proposed method is that it provides the tractability of the subproblem in which the proximal term is absent. Numerical tests show that the LSPPAD method has better performance compared with the existing alternating projection based prediction-correction (APBPC) method if both are employed to solve the described problem. |
| format | Article |
| id | doaj-art-31ed4df2ea26453fb6c99787228675ec |
| institution | OA Journals |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-31ed4df2ea26453fb6c99787228675ec2025-08-20T02:07:40ZengWileyJournal of Applied Mathematics1110-757X1687-00422014-01-01201410.1155/2014/540450540450A Line-Search-Based Partial Proximal Alternating Directions Method for Separable Convex OptimizationYu-hua Zeng0Yu-fei Yang1Zheng Peng2College of Mathematics and Econometrics, Hunan University, Changsha 410082, ChinaCollege of Mathematics and Econometrics, Hunan University, Changsha 410082, ChinaCollege of Mathematics and Computer Science, Fuzhou University, Fuzhou 350108, ChinaWe propose an appealing line-search-based partial proximal alternating directions (LSPPAD) method for solving a class of separable convex optimization problems. These problems under consideration are common in practice. The proposed method solves two subproblems at each iteration: one is solved by a proximal point method, while the proximal term is absent from the other. Both subproblems admit inexact solutions. A line search technique is used to guarantee the convergence. The convergence of the LSPPAD method is established under some suitable conditions. The advantage of the proposed method is that it provides the tractability of the subproblem in which the proximal term is absent. Numerical tests show that the LSPPAD method has better performance compared with the existing alternating projection based prediction-correction (APBPC) method if both are employed to solve the described problem.http://dx.doi.org/10.1155/2014/540450 |
| spellingShingle | Yu-hua Zeng Yu-fei Yang Zheng Peng A Line-Search-Based Partial Proximal Alternating Directions Method for Separable Convex Optimization Journal of Applied Mathematics |
| title | A Line-Search-Based Partial Proximal Alternating Directions Method for Separable Convex Optimization |
| title_full | A Line-Search-Based Partial Proximal Alternating Directions Method for Separable Convex Optimization |
| title_fullStr | A Line-Search-Based Partial Proximal Alternating Directions Method for Separable Convex Optimization |
| title_full_unstemmed | A Line-Search-Based Partial Proximal Alternating Directions Method for Separable Convex Optimization |
| title_short | A Line-Search-Based Partial Proximal Alternating Directions Method for Separable Convex Optimization |
| title_sort | line search based partial proximal alternating directions method for separable convex optimization |
| url | http://dx.doi.org/10.1155/2014/540450 |
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