Inertial accelerated primal-dual methods for linear equality constrained convex optimization problems

被引:15
|
作者
He, Xin [1 ]
Hu, Rong [2 ]
Fang, Ya-Ping [1 ]
机构
[1] Sichuan Univ, Dept Math, Chengdu, Sichuan, Peoples R China
[2] Chengdu Univ Informat Technol, Dept Appl Math, Chengdu, Sichuan, Peoples R China
基金
中国国家自然科学基金;
关键词
Inertial accelerated primal-dual method; Linear equality constrained convex optimization problem; O (1/k(2)) convergence rate; Inexactness; CONVERGENCE; ALGORITHMS; DECOMPOSITION; MINIMIZATION; FASTER;
D O I
10.1007/s11075-021-01246-y
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we propose an inertial accelerated primal-dual method for the linear equality constrained convex optimization problem. When the objective function has a "nonsmooth + smooth" composite structure, we further propose an inexact inertial primal-dual method by linearizing the smooth individual function and solving the subproblem inexactly. Assuming merely convexity, we prove that the proposed methods enjoy O(1/k(2)) convergence rate on the objective residual and the feasibility violation in the primal model. Numerical results are reported to demonstrate the validity of the proposed methods.
引用
收藏
页码:1669 / 1690
页数:22
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