A Decomposition Method with Predictor-corrector for SolvingConvex Minimization Problems
LI Xiaorong
Abstract：For the block-separable convex optimization problem of three variables,we proposed a decomposition method with a predictor-correction step.Compared with the alternating direction method of multiplier and the predictor-corrector proximal multiplier method,the algorithm also uses the augmented Lagrangian function and two iterations are made for the dual variables.The difference is that this algorithm is extended to three variables.Under the assumptions that the matricesare full-column-rank and the Lagrangian function has a saddle point,the algorithm converges.
Keywords：convex programming problemalternating direction method of multiplierpredictor-corrector
Publication Date：2017-01-01
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：7( 31-36,62 )