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- Title
A splitting method for separable convex programming.
- Authors
He, Bingsheng; Tao, Min; Yuan, Xiaoming
- Abstract
We propose a splitting method for solving a separable convex minimization problem with linear constraints, where the objective function is expressed as the sum of m individual functions without coupled variables. Treating the functions in the objective separately, the new method belongs to the category of operator splitting methods. We show the global convergence and estimate a worst-case convergence rate for the new method, and then illustrate its numerical efficiency by some applications.
- Subjects
CONVEX programming; MATHEMATICAL programming; NUMERICAL analysis; MATHEMATICAL analysis; MATHEMATICAL functions
- Publication
IMA Journal of Numerical Analysis, 2015, Vol 35, Issue 1, p394
- ISSN
0272-4979
- Publication type
Article