An inexact augmented Lagrangian method for nonsmooth optimization on Riemannian manifold

We consider a nonsmooth optimization problem on Riemannian manifold, whose objective function is the sum of a differentiable component and a nonsmooth convex function. We propose a manifold inexact augmented Lagrangian method (MIALM) for the considered problem. The problem is reformulated to a separable form. By utilizing the Moreau envelope, we get a smoothing subproblem … Read more

Iterative weighted thresholding method for sparse solution of underdetermined linear equations

Recently, iterative reweighted methods have attracted much interest in compressed sensing, since they perform better than unweighted ones in most cases. Currently, weights are chosen heuristically in existing iterative reweighted methods, and nding an optimal weight is an open problem since we do not know the exact support set beforehand. In this paper, we present … Read more

A Bregman alternating direction method of multipliers for sparse probabilistic Boolean network problem

The main task of genetic regulatory networks is to construct a sparse probabilistic Boolean network (PBN) based on a given transition-probability matrix and a set of Boolean networks (BNs). In this paper, a Bregman alternating direction method of multipliers (BADMM) is proposed to solve the minimization problem raised in PBN. All the customized subproblem-solvers of … Read more

A new customized proximal point algorithm for linearly constrained convex optimization

In this paper, we propose a new customized proximal point algorithm for linearly constrained convex optimization problem, and further use it to solve the separable convex optimization problem with linear constraints. Which is different to the existing customized proximal point algorithms, the proposed algorithm does not involve any relaxation step but still ensure the convergence. … Read more

Proximal alternating direction-based contraction methods for separable linearly constrained convex optimization

Alternating direction method (ADM) has been well studied in the context of linearly constrained convex programming problems. Recently, because of its significant efficiency and easy implementation in novel applications, ADM is extended to the case where the number of separable parts is a finite number. The algorithmic framework of the extended method consists of two … Read more

An inexact parallel splitting augmented Lagrangian method for large system of linear equations

Parallel iterative methods are power tool for solving large system of linear equations (LQs). The existing parallel computing research results are all most concentred to sparse system or others particular structure, and all most based on parallel implementing the classical relaxation methods such as Gauss-Seidel, SOR, and AOR methods e±ciently on multiprcessor systems. In this … Read more