论文标题

重访基于Chen-Teboulle的基于近端的分解方法

A Revisit of Chen-Teboulle's Proximal-based Decomposition Method

论文作者

Ma, Feng

论文摘要

在本文中,我们表明,陈 - 泰布尔的基于近端的分解方法可以解释为近端增强拉格朗日方法。更确切地说,它与线性化的Lagrangian方法相吻合。然后,我们根据此解释提出了三种广义方法。通过调用最近的工作(He等,Ima J.Numer。Anal。,32(2020),pp。227--245),我们表明,可以在不增加任何其他假设的情况下放松Chen-Teboulle方法的步长条件。我们的分析为这种基于近端的分解方法提供了新的见解。

In this paper, we show that Chen-Teboulle's proximal-based decomposition method can be interpreted as a proximal augmented Lagrangian method. More precisely, it coincides with a linearized augmented Lagrangian method. We then proposed three generalized methods based on this interpretation. By invoking recent work (He et al., IMA J. Numer. Anal., 32 (2020), pp. 227--245), we show that the step size condition of Chen-Teboulle's method can be relaxed without adding any further assumptions. Our analysis offers a new insight into this proximal-based decomposition method.

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