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A syncro-parallel nonsmooth PGD algorithm for nonsmooth optimization

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Abstract

A nonsmooth PGD scheme for minimizing a nonsmooth convex function is presented. In the parallelization step of the algorithm, a method due to Pang, Han and Pangaraj (1991), [7], is employed to solve a subproblem for constructing search directions. The convergence analysis is given as well.

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Authors and Affiliations

  1. Department of Basic Science Courses, Shenyang Institute of Aeronautical Engineering, 110034, Shenyang, China

    Shan Feng

  2. CORA, Department of Applied Mathematics, Dalian University of Technology, 116024, Dalian, China

    Pang Li-Ping (Post-doctoral)

  3. Department of Physics, DUT, China

    Pang Li-Ping (Post-doctoral)

Authors
  1. Shan Feng
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  2. Pang Li-Ping
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Correspondence to Shan Feng.

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Shan, F., Pang, LP. A syncro-parallel nonsmooth PGD algorithm for nonsmooth optimization. J. Appl. Math. Comput. 24, 333–342 (2007). https://doi.org/10.1007/BF02832322

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  • DOI: https://doi.org/10.1007/BF02832322

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