Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming
نویسندگان
چکیده
منابع مشابه
Iteration-complexity of first-order augmented Lagrangian methods for convex programming
This paper considers a special class of convex programming (CP) problems whose feasible regions consist of a simple compact convex set intersected with an affine manifold. We present first-order methods for this class of problems based on an inexact version of the classical augmented Lagrangian (AL) approach, where the subproblems are approximately solved by means of Nesterov’s optimal method. ...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2019
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-019-01425-9