Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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AN APPROXIMATE ALTERNATING LINEARIZATION DECOMPOSITION METHOD

  • Li, Dan (Institute of Operations Research and Control, School of Mathematical Sciences, Dalian University of Technology (DUT)) ;
  • Pang, Li-Ping (Institute of Operations Research and Control, School of Mathematical Sciences, Dalian University of Technology (DUT)) ;
  • Xia, Zun-Quan (Institute of Operations Research and Control, School of Mathematical Sciences, Dalian University of Technology (DUT))
  • Received : 2009.11.21
  • Accepted : 2009.12.18
  • Published : 2010.09.30
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Abstract

An approximate alternating linearization decomposition method, for minimizing the sum of two convex functions with some separable structures, is presented in this paper. It can be viewed as an extension of the method with exact solutions proposed by Kiwiel, Rosa and Ruszczynski(1999). In this paper we use inexact optimal solutions instead of the exact ones that are not easily computed to construct the linear models and get the inexact solutions of both subproblems, and also we prove that the inexact optimal solution tends to proximal point, i.e., the inexact optimal solution tends to optimal solution.

Keywords

References

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