A SYNCRO-PARALLEL NONSMOOTH PGD ALGORITHM FOR NONSMOOTH OPTIMIZATION

  • Feng, Shan (Department of Basic Science Courses, Shwnyang Institute of Aeronautical Engineering) ;
  • Pang, Li-Ping (CORA, Department of Applied Mathematics, Dalian University of Technology)
  • Published : 2007.05.31

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.

Keywords