一种带有投影校正步的部分并行分离方法

A Partial Parallel Separation Method with Projection Correction Step

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.