A general self-adaptive relaxed-PPA method for convex programming with linear constraints (Q2015595)
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English | A general self-adaptive relaxed-PPA method for convex programming with linear constraints |
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A general self-adaptive relaxed-PPA method for convex programming with linear constraints (English)
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23 June 2014
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Summary: We present an efficient method for solving linearly constrained convex programming. Our algorithmic framework employs an implementable proximal step by a slight relaxation to the subproblem of proximal point algorithm (PPA). In particular, the stepsize choice condition of our algorithm is weaker than some elegant PPA-type methods. This condition is flexible and effective. Self-adaptive strategies are proposed to improve the convergence in practice. We theoretically show under mild conditions that our method converges in a global sense. Finally, we discuss applications and perform numerical experiments which confirm the efficiency of the proposed method. Comparisons of our method with some state-of-the-art algorithms are also provided.
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