A syncro-parallel nonsmooth PGD algorithm for nonsmooth optimization

被引：0

作者：

Shan F. ^{[1
,2
]}

Pang L.-P. ^{[3
,4
,5
,6
]}

机构：

[1] Institute of Operations Research and Cybernetics, Department of Basic Science Courses, Shenyang Institute of Aeronautical Engineering

[2] Department of Basic Science Courses, Shenyang Institute of Aeronautical Engineering

[3] Department of Physics, Dalian University of Technology (DUT), Dalian

[4] CORA, Department of Applied Mathematics, Dalian University of Technology

[5] Department of Physics, DUT

来源：

Journal of Applied Mathematics and Computing | 2007年 / 24卷 / 1-2期

基金：

中国国家自然科学基金;

关键词：

Nonlinear programming; Nonsmooth optimization; Parallel algorithm; Unconstrained minimization;

D O I：

10.1007/BF02832322

中图分类号：

学科分类号：

摘要：

A nonsmooth PGD scheme for minimizing a nonsmooth convex function is presented. In the parallelization step of the algorithm, a method due to Pang, Han and Pangaraj (1991), [7], is employed to solve a subproblem for constructing search directions. The convergence analysis is given as well. © 2007 Korean Society for Computational & Applied Mathematics and Korean SIGCAM.

引用

页码：333 / 342

页数：9

共 9 条

[1]

Ferris M.C.(1994)Parallel variable distribution SIAM J. on Optimization 4 102-126

[2]

Mangasarian O.L.(1998)SIAM Parallel variable transformstion in unconstrained optimization SIAM J. Optimization 8 658-672

[3]

Fukushima M.(1995)Parallel gradient distribution in unconstrained optimization SIAM J. Control Optim. 33 1916-1925

[4]

Mangasarian O. L.(1991)Mininization of locally lipschitzian functions SIAM J. Optimization 1 57-82

[5]

Pang J. S.(1997)New inexact parallel variable distribution algorithms Computational Optimization and Applications 7 165-182

[6]

Han S. P.(2001)Convergence of block coordinate desecent method for nondifferentiable minimization J. Optim. Theory Appl. 109 475-494

[7]

Pangaraj N.(undefined)undefined undefined undefined undefined-undefined

[8]

Solodov M.V.(undefined)undefined undefined undefined undefined-undefined

[9]

Tseng P.(undefined)undefined undefined undefined undefined-undefined

← 1 →