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A note on the convergence of alternating proximal gradient method

Authors:

Miantao Chao,

Caozong ChengAuthors Info & Claims

Applied Mathematics and Computation, Volume 228

Pages 258 - 263

https://doi.org/10.1016/j.amc.2013.11.101

Published: 01 February 2014 Publication History

Abstract

We consider a class of linearly constrained separable convex programming problems whose objective functions are the sum of m convex functions without coupled variables. The alternating proximal gradient method is an effective method for the case m=2, but it is unknown whether its convergence can be extended to the general case m>=3. This note shows the global convergence of this extension when the involved functions are strongly convex.

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A note on the convergence of alternating proximal gradient method
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cover image Applied Mathematics and Computation

Applied Mathematics and Computation Volume 228, Issue

February, 2014

631 pages

ISSN:0096-3003

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Elsevier Science Inc.

United States

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Published: 01 February 2014

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