Iteration-complexity of first-order penalty methods for convex programming

DOI10.1007/s10107-012-0588-xzbMath1282.90129OpenAlexW2144603975MaRDI QIDQ1949272

Guanghui Lan, Renato D. C. Monteiro

Publication date: 6 May 2013

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-012-0588-x

zbMATH Keywords

convex programmingquadratic penalty method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Related Items (28)

Reducing the Complexity of Two Classes of Optimization Problems by Inexact Accelerated Proximal Gradient Method ⋮ Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function ⋮ A secant-based Nesterov method for convex functions ⋮ Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization ⋮ Polyhedral approximations inp-order cone programming ⋮ An efficient adaptive accelerated inexact proximal point method for solving linearly constrained nonconvex composite problems ⋮ Accelerated First-Order Methods for Convex Optimization with Locally Lipschitz Continuous Gradient ⋮ An adaptive superfast inexact proximal augmented Lagrangian method for smooth nonconvex composite optimization problems ⋮ Stochastic Block Mirror Descent Methods for Nonsmooth and Stochastic Optimization ⋮ An accelerated inexact dampened augmented Lagrangian method for linearly-constrained nonconvex composite optimization problems ⋮ A Smooth Primal-Dual Optimization Framework for Nonsmooth Composite Convex Minimization ⋮ Stochastic first-order methods for convex and nonconvex functional constrained optimization ⋮ An optimal method for stochastic composite optimization ⋮ Majorization-minimization-based Levenberg-Marquardt method for constrained nonlinear least squares ⋮ Iterative hard thresholding methods for \(l_0\) regularized convex cone programming ⋮ Complexity of first-order inexact Lagrangian and penalty methods for conic convex programming ⋮ An adaptive primal-dual framework for nonsmooth convex minimization ⋮ Proximal alternating penalty algorithms for nonsmooth constrained convex optimization ⋮ Unnamed Item ⋮ Iteration-complexity of first-order augmented Lagrangian methods for convex programming ⋮ Iterative Potts minimization for the recovery of signals with discontinuities from indirect measurements: the multivariate case ⋮ Accelerated iterative hard thresholding algorithm for \(l_0\) regularized regression problem ⋮ Complexity of a Quadratic Penalty Accelerated Inexact Proximal Point Method for Solving Linearly Constrained Nonconvex Composite Programs ⋮ An Accelerated Linearized Alternating Direction Method of Multipliers ⋮ On the convergence properties of non-Euclidean extragradient methods for variational inequalities with generalized monotone operators ⋮ A primal-dual flow for affine constrained convex optimization ⋮ On stochastic accelerated gradient with convergence rate ⋮ Accelerated gradient methods for nonconvex nonlinear and stochastic programming

Cites Work

• Smooth minimization of non-smooth functions
• Primal-dual first-order methods with \({\mathcal {O}(1/\varepsilon)}\) iteration-complexity for cone programming
• Dual extrapolation and its applications to solving variational inequalities and related problems
• Introductory lectures on convex optimization. A basic course.
• On the Complexity of the Hybrid Proximal Extragradient Method for the Iterates and the Ergodic Mean
• Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
• Interior Gradient and Proximal Methods for Convex and Conic Optimization

This page was built for publication: Iteration-complexity of first-order penalty methods for convex programming