Augmented Lagrangian duality for composite optimization problems (Q2349837)
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English | Augmented Lagrangian duality for composite optimization problems |
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Augmented Lagrangian duality for composite optimization problems (English)
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18 June 2015
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This article studies augmented duality Lagrangian methods for the solution of composite optimization problems. The paper begins with an overview of augmented Lagrangians and their use for solving nonlinear problems as well as the prior research in the field of composite optimization. The second section presents the class of composite optimization problems that is studied and outlines the background theorems necessary for their exploration. The next section introduces the augmented Lagrange multipliers for these problems followed by detailed proofs of their existence and their properties. The paper concludes with a special case example of composite optimization and a list of useful references.
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augmented Lagrange multiplier
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duality
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composite optimization problems
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Moreau envelope
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second-order epi-derivative
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