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A PVT-Type Algorithm for Minimizing a Nonsmooth Convex Function

Pang, Li-PingXia, Zun-Quan — 2003

Serdica Mathematical Journal

2000 Mathematics Subject Classification: 90C25, 68W10, 49M37. A general framework of the (parallel variable transformation) PVT-type algorithm, called the PVT-MYR algorithm, for minimizing a non-smooth convex function is proposed, via the Moreau-Yosida regularization. As a particular scheme of this framework an ε-scheme is also presented. The global convergence of this algorithm is given under the assumptions of strong convexity of the objective function and an ε-descent condition determined by...

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