A Modified Proximal Gradient Method for a Family of Nonsmooth Convex Optimization Problems  

作　　者：Ying-Yi Li Hai-Bin Zhang Fei Li 

机构地区：[1]College of Applied Sciences,Beijing University of Technology,Beijing 100124,China

出　　处：《Journal of the Operations Research Society of China》2017年第3期391-403,共13页中国运筹学会会刊（英文）

基　　金：the National Natural Science Foundation of China(No.61179033).

摘　　要：In this paper,we propose a modified proximal gradient method for solving a class of nonsmooth convex optimization problems,which arise in many contemporary statistical and signal processing applications.The proposed method adopts a new scheme to construct the descent direction based on the proximal gradient method.It is proven that the modified proximal gradient method is Q-linearly convergent without the assumption of the strong convexity of the objective function.Some numerical experiments have been conducted to evaluate the proposed method eventually.

关 键 词：Nonsmooth convex optimization Modified proximal gradient method Q-linear convergence 

分 类 号：O17[理学—数学]