A partitioned PSB method for partially separable unconstrained optimization problems

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摘要

In this paper, we propose a partitioned PSB method for solving partially separable unconstrained optimization problems. By using a projection technique, we construct a sufficient descent direction. Under appropriate conditions, we show that the partitioned PSB method with projected direction is globally and superlinearly convergent for uniformly convex problems. In particular, the unit step length is accepted after finitely many iterations. Finally, some numerical results are presented, which show that the partitioned PSB method is effective and competitive.

论文关键词:Partially separable optimization problems,Partitioned PSB method,Projected PSB method,Global convergence,Superlinear convergence

论文评审过程:Available online 20 July 2016, Version of Record 20 July 2016.

论文官网地址:https://doi.org/10.1016/j.amc.2016.06.009