摘要: |
在解凸优化问题过程中,对已有文献的线性约束条件推广到非线性约束条件,运用了近似交替分解算法;新提出一类修正线性近似交替方向法,并进行了理论分析和和算例比较。 |
关键词: 近似交替方向法 非线性约束凸规划问题 可分化方法 线性化 增广拉格朗日 |
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A Class of Modified Linear Proximal Alternating Direction Methods for Convex Optimization |
LI Hui
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Abstract: |
In this paper, the liner constraints of the original literature is extended to nonlinear constraints. Approximate Solution alternating decomposition algotithm is used,and a new type of nwdified linear proximal alternating direction method is proposed with theoretical analyses and algorithm comparison. |
Key words: Proximal alternating direction method Nonlinear constrained Convex programming Decomposition methods Linearized Augmented Lagrangian |