A splitting primal-dual proximity algorithm for solving composite optimization problems
نویسندگان
چکیده
منابع مشابه
On the convergence rate improvement of a primal-dual splitting algorithm for solving monotone inclusion problems
We present two modified versions of the primal-dual splitting algorithm relying on forward-backward splitting proposed in [21] for solving monotone inclusion problems. Under strong monotonicity assumptions for some of the operators involved we obtain for the sequences of iterates that approach the solution orders of convergence of O( 1 n) and O(ωn), for ω ∈ (0, 1), respectively. The investigate...
متن کاملAn Efficient Primal-Dual Algorithm for Fair Combinatorial Optimization Problems
We consider a general class of combinatorial optimization problems including among others allocation, multiple knapsack, matching or travelling salesman problems. The standard version of those problems is the maximum weight optimization problem where a sum of values is optimized. However, the sum is not a good aggregation function when the fairness of the distribution of those values (correspon...
متن کاملA Primal-Dual Splitting Method for Convex Optimization Involving Lipschitzian, Proximable and Linear Composite Terms
We propose a new first-order splitting algorithm for solving jointly the primal and dual formulations of large-scale convex minimization problems involving the sum of a smooth function with Lipschitzian gradient, a nonsmooth proximable function, and linear composite functions. This is a full splitting approach, in the sense that the gradient and the linear operators involved are applied explici...
متن کاملFOA: ‘Following’ Optimization Algorithm for solving Power engineering optimization problems
These days randomized-based population optimization algorithms are in wide use in different branches of science such as bioinformatics, chemical physics andpower engineering. An important group of these algorithms is inspired by physical processes or entities’ behavior. A new approach of applying optimization-based social relationships among the members of a community is investigated in this pa...
متن کاملPrimal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators
We propose a primal-dual splitting algorithm for solving monotone inclusions involving a mixture of sums, linear compositions, and parallel sums of set-valued and Lipschitzian operators. An important feature of the algorithm is that the Lipschitzian operators present in the formulation can be processed individually via explicit steps, while the set-valued operators are processed individually vi...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Acta Mathematica Sinica, English Series
سال: 2016
ISSN: 1439-8516,1439-7617
DOI: 10.1007/s10114-016-5625-x