Friday, 16:15 - 16:40 h, Room: MA 313

 

Xingju Cai
ADM based customized PPA for separable convex programming

Coauthors: Guoyong Gu, Bingsheng He, Xiaoming Yuan

 

Abstract:
The ADM is classical for solving a linearly constrained separable convex programming problem, and it is well known that ADM is essentially the application of a concrete form of the PPA to the corresponding dual problem. This paper shows that an efficient method competitive to ADM can be easily derived by applying PPA directly to the primal problem. More specifically, if the proximal parameters are chosen judiciously according to the separable structure of the primal problem, the resulting customized PPA takes a similar decomposition algorithmic framework as that of ADM. The customized PPA and ADM are equally effective to exploit the separable structure of the primal problem, equally efficient in numerical senses and equally easy to implement. Moreover, the customized PPA is ready to be accelerated by an over-relaxation step, yielding a relaxed customized PPA for the primal problem. We verify numerically the competitive efficiency of the customized PPA to ADM, and the effectiveness of the over-relaxation step. Furthermore, we provide a simple proof for the O(1/t) convergence rate of the relaxed customized PPA.

 

Talk 3 of the invited session Fri.3.MA 313
"Contraction methods for separable convex optimization in the frame of VIs" [...]
Cluster 3
"Complementarity & variational inequalities" [...]

 

  Payday Loans In Indiana. On the global pharmaceutical market this medicine was issued in 2003 by two companies - Eli Lilly and ICOS. Initially, permission to sell Cialis was obtained in Europe, Australia, New Zealand.