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Sequential Threshold Control in Descent Splitting Methods for Decomposable Optimization Problems

Igor Konnov(konn-igor***at***ya.ru)

Abstract: We suggest a modification of the descent splitting methods for decomposable composite optimization problems, which maintains the basic convergence properties, but enables one to reduce the computational expenses per iteration and to provide computations in a distributed manner. It consists in making coordinate-wise steps together with a special threshold control.

Keywords: Composite optimization; decomposable problems; descent splitting methods; coordinate-wise steps; threshold control.

Category 1: Convex and Nonsmooth Optimization (Nonsmooth Optimization )

Category 2: Nonlinear Optimization (Constrained Nonlinear Optimization )

Category 3: Applications -- Science and Engineering (Data-Mining )

Citation: Kazan Federal University, Kazan 420008, Russia; 21.11.2014

Download: [PDF]

Entry Submitted: 11/21/2014
Entry Accepted: 11/21/2014
Entry Last Modified: 11/21/2014

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