Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function
DOI10.1137/20M136147XMaRDI QIDQ5883320
Renato D. C. Monteiro, Jefferson G. Melo, WeiWei Kong
Publication date: 30 March 2023
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.00562
iteration complexityinexact proximal augmented Lagrangian methodinner accelerated first-order methodslinearly constrained smooth nonconvex composite programs
Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Decomposition methods (49M27) Variational and other types of inclusions (47J22)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- An adaptive accelerated first-order method for convex optimization
- Adaptive inexact fast augmented Lagrangian methods for constrained convex optimization
- Introductory lectures on convex optimization. A basic course.
- Structured nonconvex and nonsmooth optimization: algorithms and iteration complexity analysis
- Iteration-complexity of first-order penalty methods for convex programming
- Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization
- An efficient adaptive accelerated inexact proximal point method for solving linearly constrained nonconvex composite problems
- Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming
- Perturbed proximal primal-dual algorithm for nonconvex nonsmooth optimization
- The Rate of Convergence of Nesterov's Accelerated Forward-Backward Method is Actually Faster Than $1/k^2$
- A First-Order Augmented Lagrangian Method for Compressed Sensing
- A First-Order Smoothed Penalty Method for Compressed Sensing
- Accelerating Block-Decomposition First-Order Methods for Solving Composite Saddle-Point and Two-Player Nash Equilibrium Problems
- An Accelerated HPE-Type Algorithm for a Class of Composite Convex-Concave Saddle-Point Problems
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- Complexity of first-order inexact Lagrangian and penalty methods for conic convex programming
- An Accelerated Composite Gradient Method for Large-Scale Composite Objective Problems
- Convergence rate bounds for a proximal ADMM with over-relaxation stepsize parameter for solving nonconvex linearly constrained problems
- A Proximal Alternating Direction Method of Multiplier for Linearly Constrained Nonconvex Minimization
- On the Nonergodic Convergence Rate of an Inexact Augmented Lagrangian Framework for Composite Convex Programming
- Complexity of a Quadratic Penalty Accelerated Inexact Proximal Point Method for Solving Linearly Constrained Nonconvex Composite Programs
- Convex Analysis
- Iteration-complexity of first-order augmented Lagrangian methods for convex programming