A note on the convergence of alternating proximal gradient method

作者：Chao Miantao^*; Cheng Caozong

来源：Applied Mathematics and Computation, 2014, 228: 258-263.

DOI：10.1016/j.amc.2013.11.101

• Alternating proximal gradient method
• Alternating direction method of multipliers
• Strongly convex functions
• Global convergence

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.

• 出版日期2014-2-1
• 单位北京工业大学