Nonconvex and nonsmooth optimization with generalized orthogonality constraints: an approximate augmented Lagrangian method (Q2399164)
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| English | Nonconvex and nonsmooth optimization with generalized orthogonality constraints: an approximate augmented Lagrangian method |
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Nonconvex and nonsmooth optimization with generalized orthogonality constraints: an approximate augmented Lagrangian method (English)
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22 August 2017
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Based on the augmented Lagrangian scheme and the extended proximal alternating linearized minimization method, the authors propose an approximate augmented Lagrangian method to solve a class of nonconvex and nonsmooth problems with generalized orthogonality constraints. The global convergence of the proposed method is established. The efficiency of the proposed algorithm is illustrated by some numerical experimental results.
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generalized orthogonality constraints
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augmented Lagrangian scheme
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proximal alternating minimization method
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linearization
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nonconvex and nonsmooth problems
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global convergence
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algorithm
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numerical results
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