共 34 条
Inertial accelerated primal-dual methods for linear equality constrained convex optimization problems
被引:16
作者:
He, Xin
[1
]
Hu, Rong
[2
]
Fang, Ya-Ping
[1
]
机构:
[1] Sichuan Univ, Dept Math, Chengdu, Sichuan, Peoples R China
[2] Chengdu Univ Informat Technol, Dept Appl Math, Chengdu, Sichuan, Peoples R China
基金:
中国国家自然科学基金;
关键词:
Inertial accelerated primal-dual method;
Linear equality constrained convex optimization problem;
O (1/k(2)) convergence rate;
Inexactness;
CONVERGENCE;
ALGORITHMS;
DECOMPOSITION;
MINIMIZATION;
FASTER;
D O I:
10.1007/s11075-021-01246-y
中图分类号:
O29 [应用数学];
学科分类号:
070104 ;
摘要:
In this paper, we propose an inertial accelerated primal-dual method for the linear equality constrained convex optimization problem. When the objective function has a "nonsmooth + smooth" composite structure, we further propose an inexact inertial primal-dual method by linearizing the smooth individual function and solving the subproblem inexactly. Assuming merely convexity, we prove that the proposed methods enjoy O(1/k(2)) convergence rate on the objective residual and the feasibility violation in the primal model. Numerical results are reported to demonstrate the validity of the proposed methods.
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页码:1669 / 1690
页数:22
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