为了求解一类带有三个可分离算子的凸规划问题,本文得到一种非精确的部分交替方向算法,给出了新算法的一个下降方向和沿着这个下降方向的最优步长,并在合理的假设下证明了该算法的全局收敛性.数值试验表明该算法有效且易于执行.
For solving a class of convex program problem with three separable operators, This paper presents an inexact partial alternating direction method. A descent direction and an optimal step size a- long this descent direction are derived. Global convergence of the new method is proved under proper as- sumptions. Some numerical results demonstrate that the new method is efficient and easy to implement.