Iteration-complexity of first-order augmented Lagrangian methods for convex programming

DOI10.1007/s10107-015-0861-xzbMath1348.90654OpenAlexW2044774602MaRDI QIDQ5962727

Renato D. C. Monteiro, Guanghui Lan

Publication date: 23 February 2016

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-015-0861-x

zbMATH Keywords

convex programminglinear constraintsaugmented Lagrangian methodcomplexity estimates

Mathematics Subject Classification ID

Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

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Uses Software

• SDPLR

Cites Work

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