[1]康倍倍,董云达,王亚丽.关于凸极小化的Douglas-Rachford分裂方法的一个注[J].郑州大学学报(工学版),2017,38(04):94-96.[doi:10.13705/j.issn.1671-6833.2017.01.023]
　Kang Beibei,Dong Yunda,Wang Yali.A Note on Douglas-Rachford Splitting Method for Convex Minimization[J].Journal of Zhengzhou University (Engineering Science),2017,38(04):94-96.[doi:10.13705/j.issn.1671-6833.2017.01.023]
点击复制

关于凸极小化的Douglas-Rachford分裂方法的一个注()
分享到：

《郑州大学学报(工学版)》[ISSN:1671-6833/CN:41-1339/T]

卷:
38
期数:
2017年04期
页码:
94-96
栏目:
出版日期:
2017-07-18

文章信息/Info

Title:
A Note on Douglas-Rachford Splitting Method for Convex Minimization
作者:
康倍倍; 董云达; 王亚丽
郑州大学数学与统计学院,河南郑州,450001
Author(s):
Kang Beibei;  Dong Yunda;  Wang Yali
School of Mathematics and Statistics, Zhengzhou University, Zhengzhou, Henan 450001
关键词:
凸极小化; Douglas-Rachford分裂方法; 邻近参数; 弱收敛性
Keywords:
DOI:
10.13705/j.issn.1671-6833.2017.01.023
文献标志码:
A
摘要:
在一个实的无穷维Hilbert空间中,研究关于凸极小化的Douglas-Rachford分裂方法.假设目标函数中的f和g均为闭的真凸函数,并且f的梯度是Lipschitz连续的.分析了Douglas-Rachford分裂方法的弱收敛性,其中邻近参数可以变化并且上界与f的梯度的Lipschitz常数有关.
Abstract:
In a real infinite-dimensional Hilbert space,Douglas-Rachford splitting method for convex minimization was studied.Iff and g in the objective function were closed,proper convex,and the f’s gradient was Lipschitz continuous,then the method’s weak convergence was analyzed.Our analysis allowed the corresponding proximal parameters to vary from iteration to iteration and their upper bound relied on Lipschitz constant off’s gradient.
更新日期/Last Update: