摘要
为了解决带有线性约束的可分凸优化问题,提出了一种带有投影校正步的部分并行分离方法,该方法在预测步中充分利用了目标函数可分的结构特点,投影校正步的使用,确保了方法的收敛性;最后通过计算数值例子展示了算法的可行性与有效性.
In order to solve separable convex optimization problem with linear constraints,a partial parallel separation method with a projection correction step was put forward in this paper. This method makes full use of the structural features of the separable objective function in the prediction step.The use of the projection correction step ensures the convergence of the method. In the end of this paper,the numerical example results show the feasibility and the effectiveness of the algorithm.
出处
《重庆工商大学学报(自然科学版)》
2016年第6期36-40,共5页
Journal of Chongqing Technology and Business University:Natural Science Edition
关键词
可分凸优化问题
线性约束
部分并行分离方法
投影校正步
separable convex optimization problem
linear constraints
partial parallel separation method
projection correction step