A syncro-parallel nonsmooth PGD algorithm for nonsmooth optimization

Authors:
Shan Feng;Pang Li-Ping
Affiliations:
Department of Basic Science Courses, Shenyang Institute of Aeronautical Engineering, Shenyang, China;CORA, Department of Applied Mathematics, Dalian University of Technology, Dalian, China
Venue:
Journal of Applied Mathematics and Computing
Year:
2007

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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.