ISSN:
1573-2878
Keywords:
nonlinear proximal decomposition method
;
Bregman functions
;
convex programming
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract In this paper, we propose a new decomposition method for solving convex programming problems with separable structure. The proposed method is based on the decomposition method proposed by Chen and Teboulle and the nonlinear proximal point algorithm using the Bregman function. An advantage of the proposed method is that, by a suitable choice of the Bregman function, each subproblem becomes essentially the unconstrained minimization of a finite-valued convex function. Under appropriate assumptions, the method is globally convergent to a solution of the problem.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1004655531273
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