对Chen-Teboulle近似分解方法的再认识
A Revisit of Chen-Teboulle's Proximal-based Decomposition Method
摘要:
在本文中,我们表明,陈Teboulle的近似为基础的分解方法可以被解释为一个近端增广拉格朗日方法。更准确地说,它符合线性增广拉格朗日方法。然后,我们提出了三个广义的方法,基于这种解释。通过引用最近的工作(He等人,IMA J.编号肛门,32(2020),pp. 227- 245),我们证明了Chen-Teboulle方法的步长条件可以放宽,而无需增加任何进一步的假设。我们的分析提供了一个新的见解,这种近端为基础的分解方法。
英文摘要:
In this paper, we show that Chen-Teboulle's proximal-based decomposition method can be interpreted as a proximal augmented Lagrangian method. More precisely, it coincides with a linearized augmented Lagrangian method. We then proposed three generalized methods based on this interpretation. By invoking recent work (He et al., IMA J. Numer. Anal., 32 (2020), pp. 227--245), we show that the step size condition of Chen-Teboulle's method can be relaxed without adding any further assumptions. Our analysis offers a new insight into this proximal-based decomposition method.
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