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鞍点问题和约束优化的几个一阶算法

中文摘要第4-6页
abstract第6-7页
Chapter 1 Introduction第11-21页
    1.1 Motivation and related approaches第11-17页
    1.2 Contributions of the thesis第17-18页
    1.3 Organization of the thesis第18页
    1.4 Notations第18-21页
Chapter 2 Preliminaries第21-27页
    2.1 Convex functions and monotone operators第21-22页
    2.2 Projection and variational inequality第22-25页
    2.3 Some source problems of Ⅵ第25-27页
        2.3.1 Convex programming第25页
        2.3.2 Structured constrained convex optimization第25-26页
        2.3.3 Saddle point problems第26-27页
Chapter 3 Primal-Dual Hybrid Gradient Algorithm第27-41页
    3.1 Introduction第27页
    3.2 Preliminaries第27-28页
    3.3 The divergence of PDHG-An illustrative example第28-31页
    3.4 The convergence of PDHG第31-39页
        3.4.1 Additional assumptions for(3.1)第31-33页
        3.4.2 The contraction property第33-37页
        3.4.3 Convergence第37页
        3.4.4 Convergence rate第37-39页
    3.5 Conclusions第39-41页
Chapter 4 PPA Based Contraction Methods第41-59页
    4.1 Introduction第41-42页
    4.2 Preliminaries of PPA and the motivation第42-44页
    4.3 Predictor via PPA第44-46页
    4.4 PPA based contraction method第46-51页
    4.5 Convergence rate in an ergodic sense第51-55页
    4.6 Numerical results第55-59页
        4.6.1 The special example(3.6)第55-56页
        4.6.2 Nearest correlation matrix problem第56-57页
        4.6.3 Matrix completion problem第57-59页
Chapter 5 ADMM with Three Blocks for Linearly Constrained Convex Pro-gramming Problem第59-69页
    5.1 Introduction第59-60页
    5.2 Preliminaries第60-61页
    5.3 The ADMM with 3 block第61-66页
    5.4 Relaxed ADMM with 3 Blocks第66-68页
    5.5 Conclusions remarks第68-69页
Chapter 6 l_1-Regularized Optimization Problems with Orthogonality Con-straints第69-95页
    6.1 Introduction第69-72页
        6.1.1 Notations and preliminaries on non-smooth analysis第70-72页
    6.2 PAMAL method第72-80页
        6.2.1 Algorithm for Step 1 of Algorithm 1第75-76页
        6.2.2 Well-definedness of Step 1 in the PAMAL method第76-80页
    6.3 Convergence analysis第80-87页
        6.3.1 Linear Independence and KKT first-order necessary conditions第82-84页
        6.3.2 Limit points are also KKT points第84-86页
        6.3.3 Existence of Limit points第86-87页
    6.4 The compressed modes for variational problems in physics第87-93页
        6.4.1 Background on compressed modes第87-89页
        6.4.2 Existing methods for compressed modes第89-90页
        6.4.3 Computations of CMs via the PAMAL method第90-93页
    6.5 Conclusion第93-95页
Bibliography第95-103页
攻读博±学位期间完成的学术成果第103-105页
Acknowledgements第105-106页

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