On the Nonergodic Convergence Rate of an Inexact Augmented Lagrangian Framework for Composite Convex Programming
From MaRDI portal
Publication:5219732
DOI10.1287/MOOR.2018.0939zbMath1441.90119arXiv1603.05738OpenAlexW2962956186WikidataQ128017101 ScholiaQ128017101MaRDI QIDQ5219732
Ya-Feng Liu, Xin Liu, Shi-Qian Ma
Publication date: 12 March 2020
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.05738
Related Items (15)
Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function ⋮ Inertial accelerated primal-dual methods for linear equality constrained convex optimization problems ⋮ 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 ⋮ An accelerated inexact dampened augmented Lagrangian method for linearly-constrained nonconvex composite optimization problems ⋮ A new Lagrangian-based first-order method for nonconvex constrained optimization ⋮ A linear algebra perspective on the random multi-block ADMM: the QP case ⋮ Iteration-Complexity of First-Order Augmented Lagrangian Methods for Convex Conic Programming ⋮ Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming ⋮ Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems ⋮ An ADMM-based location-allocation algorithm for nonconvex constrained multi-source Weber problem under gauge ⋮ An inexact proximal augmented Lagrangian framework with arbitrary linearly convergent inner solver for composite convex optimization ⋮ Scalable Semidefinite Programming ⋮ A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Smooth minimization of non-smooth functions
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- Gradient sliding for composite optimization
- Gradient methods for minimizing composite functions
- A practical relative error criterion for augmented Lagrangians
- First-order methods of smooth convex optimization with inexact oracle
- Conditional gradient algorithms for norm-regularized smooth convex optimization
- SDPNAL+: a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints
- Error bounds and convergence analysis of feasible descent methods: A general approach
- Complexity bounds for primal-dual methods minimizing the model of objective function
- Error forgetting of Bregman iteration
- Analysis on a superlinearly convergent augmented Lagrangian method
- Multiplier and gradient methods
- The multiplier method of Hestenes and Powell applied to convex programming
- An efficient augmented Lagrangian method with applications to total variation minimization
- Iteration complexity analysis of dual first-order methods for conic convex programming
- Conditional Gradient Sliding for Convex Optimization
- Scalable Robust Matrix Recovery: Frank--Wolfe Meets Proximal Methods
- The Split Bregman Method for L1-Regularized Problems
- Newton’s Method for Optimization Problems with Equality Constraints
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- Gradient Convergence in Gradient methods with Errors
- Non-asymptotic convergence analysis of inexact gradient methods for machine learning without strong convexity
- A Highly Efficient Semismooth Newton Augmented Lagrangian Method for Solving Lasso Problems
- Complexity of first-order inexact Lagrangian and penalty methods for conic convex programming
- Convergence Rate Analysis of Nonquadratic Proximal Methods for Convex and Linear Programming
- Computational Complexity of Inexact Gradient Augmented Lagrangian Methods: Application to Constrained MPC
- Bregman Iterative Algorithms for $\ell_1$-Minimization with Applications to Compressed Sensing
- An Iterative Regularization Method for Total Variation-Based Image Restoration
- Iteration-complexity of first-order augmented Lagrangian methods for convex programming
This page was built for publication: On the Nonergodic Convergence Rate of an Inexact Augmented Lagrangian Framework for Composite Convex Programming
