On the convergence of the proximal forward-backward splitting method with linesearches

On the convergence of the proximal forward-backward splitting method with linesearches
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近端前向后向分裂方法与线搜索的收敛性研究

DOI:
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发表时间:
2015
期刊:
影响因子:
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通讯作者:
T. Nghia
T. Nghia
中科院分区:
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文献类型:
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作者:
Yunier Bello Cruz;T. Nghia

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本文主要讨论了当目标函数为两个凸函数之和时,Hilbert空间中求解非光滑优化问题的近似向前-向后分裂方法的收敛分析。假设其中一个函数是Fr‘echet可微的,并使用两个新的直线搜索,在没有任何关于梯度的Lipschitz连续假设的情况下,建立了弱收敛。此外,当步长小于一个正常数时,我们得到了迭代时代价值的许多复杂性结果。
In this paper we focus on the convergence analysis of the proximal forward-backward splitting method for solving nonsmooth optimization problems in Hilbert spaces when the objective function is the sum of two convex functions. Assuming that one of the functions is Fr'echet differentiable and using two new linesearches, the weak convergence is established without any Lipschitz continuity assumption on the gradient. Furthermore, we obtain many complexity results of cost values at the iterates when the stepsizes are bounded below by a positive constant.
DOI: 10.1007/s13675-015-0045-8
发表时间: 2016-02-01
影响因子: 2.4
作者:
Bot, Radu Ioan;Csetnek, Erno Robert;Laszlo, Szilard Csaba
通讯作者: Laszlo, Szilard Csaba