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    作者: 日期:2023-02-27 点击量:

    题 目:A parallel splitting augmented Lagrangian method for two-block separable convex programming with application in image processing


    时 间:2023年2月28日(周)1330-1430

    地 点:6号学院楼500会议室

    主办单位:古天乐代言太阳集团(中国)有限公司 浙江省2011“数据科学与大数据分析协同创新中心”


    The augmented Lagrangian method (ALM) is one of the most successful first order methods for convex programming with linear equality constraints. To solve the two-block separable convex minimization problem,we always use the parallel splitting ALM method. In this paper, we will show that no matter how small the step size and the penalty parameter are, the convergence of the parallel splitting ALM is not guaranteed. We propose a new convergent parallel splitting ALM (PSALM), which is the regularizing ALM’s minimization subproblem by some simple proximal terms. In application this new PSALM is used to solve video background extraction problems and our numerical results indicate that this new PSALM is efficient.




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