A parallel line searchsubspace correction method for composite convex optimization
文献类型：期刊论文
| 作者 | Dong Qian2; Liu Xin2; Wen Zaiwen1; Yuan Yaxiang2 |
| 刊名 | journaloftheoperationsresearchsocietyofchina
 |
| 出版日期 | 2015 |
| 卷号 | 3期号:2页码:163 |
| 关键词 | Line search Block coordinate descent method Domain decomposition Jacobian-type iteration Distributed optimization |
| ISSN号 | 2194-668X |
| 其他题名 | aparallellinesearchsubspacecorrectionmethodforcompositeconvexoptimization |
| 英文摘要 | In this paper, we investigate a parallel subspace correction framework for composite convex optimization. The variables are first divided into a few blocks based on certain rules. At each iteration, the algorithms solve a suitable subproblem on each block simultaneously, construct a search direction by combining their solutions on all blocks, then identify a new point along this direction using a step size satisfying the Armijo line search condition. They are called PSCLN and PSCLO, respectively, depending on whether there are overlapping regions between two imme-diately adjacent blocks of variables. Their convergence is established under mild assumptions. We compare PSCLN and PSCLO with the parallel version of the fast iterative thresholding algorithm and the fixed-point continuation method using the Barzilai-Borwein step size and the greedy coordinate block descent method for solving the ?_1-regularized minimization problems. Our numerical results showthatPSCLN andPSCLOcan run fast and return solutions notworse than those from the state-of-theart algorithms on most test problems. It is also observed that the overlapping domain decomposition scheme is helpful when the data of the problem has certain special structures. |
| 语种 | 英语 |
| CSCD记录号 | CSCD:5539087 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/52752]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 1.北京大学 2.中国科学院数学与系统科学研究院 |
| 推荐引用方式 GB/T 7714 | Dong Qian,Liu Xin,Wen Zaiwen,et al. A parallel line searchsubspace correction method for composite convex optimization[J]. journaloftheoperationsresearchsocietyofchina,2015,3(2):163. |
| APA | Dong Qian,Liu Xin,Wen Zaiwen,&Yuan Yaxiang.(2015).A parallel line searchsubspace correction method for composite convex optimization.journaloftheoperationsresearchsocietyofchina,3(2),163. |
| MLA | Dong Qian,et al."A parallel line searchsubspace correction method for composite convex optimization".journaloftheoperationsresearchsocietyofchina 3.2(2015):163. |
入库方式： OAI收割
来源：数学与系统科学研究院
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