【摘要】 许多现代统计和信号应用问题都可以归结为非光滑凸优化问题,该文提出了一类适用于求解非光滑凸优化问题的修正邻近梯度法.算法的特点是采用一个自适应步长,并且该算法的线性收敛性不需要目标函数的强凸性作为前提.更多还原

【Abstract】 In this paper,a modified proximal gradient method is proposed for solving a class of nonsmooth convex optimization problems,which arises in many contemporary statistical and signal applications.The proposed method adopts the self-adaptive stepsize.In addition,it is linearly convergent without the assumption of the strong convexity of the objective function.更多还原