An Inexact Dual Fast Gradient-Projection Method for Separable Convex Optimization with Linear Coupled Constraints
© 2015 Springer Science+Business Media New York In this paper, a class of separable convex optimization problems with linear coupled constraints is studied. According to the Lagrangian duality, the linear coupled constraints are appended to the objective function. Then, a fast gradient-projection me...
| Main Authors: | , , , , |
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| Format: | Journal Article |
| Published: |
Springer New York LLC
2015
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| Online Access: | http://purl.org/au-research/grants/arc/LP130100451 http://hdl.handle.net/20.500.11937/36258 |
| _version_ | 1848754718470307840 |
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| author | Li, J. Wu, Z. Wu, Changzhi Long, Q. Wang, X. |
| author_facet | Li, J. Wu, Z. Wu, Changzhi Long, Q. Wang, X. |
| author_sort | Li, J. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | © 2015 Springer Science+Business Media New York In this paper, a class of separable convex optimization problems with linear coupled constraints is studied. According to the Lagrangian duality, the linear coupled constraints are appended to the objective function. Then, a fast gradient-projection method is introduced to update the Lagrangian multiplier, and an inexact solution method is proposed to solve the inner problems. The advantage of our proposed method is that the inner problems can be solved in an inexact and parallel manner. The established convergence results show that our proposed algorithm still achieves optimal convergence rate even though the inner problems are solved inexactly. Finally, several numerical experiments are presented to illustrate the efficiency and effectiveness of our proposed algorithm. |
| first_indexed | 2025-11-14T08:44:52Z |
| format | Journal Article |
| id | curtin-20.500.11937-36258 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T08:44:52Z |
| publishDate | 2015 |
| publisher | Springer New York LLC |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-362582023-02-02T03:24:11Z An Inexact Dual Fast Gradient-Projection Method for Separable Convex Optimization with Linear Coupled Constraints Li, J. Wu, Z. Wu, Changzhi Long, Q. Wang, X. © 2015 Springer Science+Business Media New York In this paper, a class of separable convex optimization problems with linear coupled constraints is studied. According to the Lagrangian duality, the linear coupled constraints are appended to the objective function. Then, a fast gradient-projection method is introduced to update the Lagrangian multiplier, and an inexact solution method is proposed to solve the inner problems. The advantage of our proposed method is that the inner problems can be solved in an inexact and parallel manner. The established convergence results show that our proposed algorithm still achieves optimal convergence rate even though the inner problems are solved inexactly. Finally, several numerical experiments are presented to illustrate the efficiency and effectiveness of our proposed algorithm. 2015 Journal Article http://hdl.handle.net/20.500.11937/36258 10.1007/s10957-015-0757-1 http://purl.org/au-research/grants/arc/LP130100451 Springer New York LLC restricted |
| spellingShingle | Li, J. Wu, Z. Wu, Changzhi Long, Q. Wang, X. An Inexact Dual Fast Gradient-Projection Method for Separable Convex Optimization with Linear Coupled Constraints |
| title | An Inexact Dual Fast Gradient-Projection Method for Separable Convex Optimization with Linear Coupled Constraints |
| title_full | An Inexact Dual Fast Gradient-Projection Method for Separable Convex Optimization with Linear Coupled Constraints |
| title_fullStr | An Inexact Dual Fast Gradient-Projection Method for Separable Convex Optimization with Linear Coupled Constraints |
| title_full_unstemmed | An Inexact Dual Fast Gradient-Projection Method for Separable Convex Optimization with Linear Coupled Constraints |
| title_short | An Inexact Dual Fast Gradient-Projection Method for Separable Convex Optimization with Linear Coupled Constraints |
| title_sort | inexact dual fast gradient-projection method for separable convex optimization with linear coupled constraints |
| url | http://purl.org/au-research/grants/arc/LP130100451 http://hdl.handle.net/20.500.11937/36258 |