Complexity of first-order inexact Lagrangian and penalty methods for conic convex programming

DOI10.1080/10556788.2017.1380642zbMath1407.90256arXiv1506.05320OpenAlexW2605995072MaRDI QIDQ4622887

Ion Necoara, François Glineur, Andrei T. Patrascu

Publication date: 18 February 2019

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.05320

zbMATH Keywords

penalty functions(augmented) dual first-order methodsapproximate primal solutionconic convex problemsoverall computational complexitypenalty fast gradient methodssmooth (augmented) dual functions

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46)

Related Items (15)

Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function ⋮ Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization ⋮ 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 ⋮ Iteration-Complexity of First-Order Augmented Lagrangian Methods for Convex Conic 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 ⋮ Composite convex optimization with global and local inexact oracles ⋮ Adaptive inexact fast augmented Lagrangian methods for constrained convex optimization ⋮ Non-stationary First-Order Primal-Dual Algorithms with Faster Convergence Rates ⋮ On the Nonergodic Convergence Rate of an Inexact Augmented Lagrangian Framework for Composite Convex Programming ⋮ An inexact proximal augmented Lagrangian framework with arbitrary linearly convergent inner solver for composite convex optimization ⋮ Complexity of a Quadratic Penalty Accelerated Inexact Proximal Point Method for Solving Linearly Constrained Nonconvex Composite Programs

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