Iteration-complexity of first-order augmented Lagrangian methods for convex programming
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Publication:5962727
DOI10.1007/S10107-015-0861-XzbMATH Open1348.90654OpenAlexW2044774602MaRDI QIDQ5962727FDOQ5962727
Authors: Guanghui Lan, Renato D. C. Monteiro 
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
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Convex programming (90C25) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Abstract computational complexity for mathematical programming problems (90C60)
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Cited In (42)
- Complexity of a quadratic penalty accelerated inexact proximal point method for solving linearly constrained nonconvex composite programs
- Faster Lagrangian-based methods in convex optimization
- A linear algebra perspective on the random multi-block ADMM: the QP case
- An optimal method for stochastic composite optimization
- A smooth primal-dual optimization framework for nonsmooth composite convex minimization
- Iteration-Complexity of First-Order Augmented Lagrangian Methods for Convex Conic Programming
- Certification aspects of the fast gradient method for solving the dual of parametric convex programs
- Complexity certifications of first-order inexact Lagrangian methods for general convex programming: application to real-time MPC
- Perturbed proximal primal-dual algorithm for nonconvex nonsmooth optimization
- An interior point-proximal method of multipliers for convex quadratic programming
- A proximal augmented Lagrangian method for linearly constrained nonconvex composite optimization problems
- Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function
- Reducing the Complexity of Two Classes of Optimization Problems by Inexact Accelerated Proximal Gradient Method
- Augmented Lagrangian optimization under fixed-point arithmetic
- On the complexity of an augmented Lagrangian method for nonconvex optimization
- An adaptive primal-dual framework for nonsmooth convex minimization
- On the nonergodic convergence rate of an inexact augmented Lagrangian framework for composite convex programming
- Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization
- Stochastic block mirror descent methods for nonsmooth and stochastic optimization
- An adaptive superfast inexact proximal augmented Lagrangian method for smooth nonconvex composite optimization problems
- Iteration-complexity of first-order penalty methods for convex programming
- An accelerated inexact dampened augmented Lagrangian method for linearly-constrained nonconvex composite optimization problems
- Iteration complexity analysis of dual first-order methods for conic convex programming
- Lower complexity bounds of first-order methods for convex-concave bilinear saddle-point problems
- First-order methods for problems with \(O(1)\) functional constraints can have almost the same convergence rate as for unconstrained problems
- Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming
- On the complexity of a hybrid proximal extragradient projective method for solving monotone inclusion problems
- An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints
- Stochastic first-order methods for convex and nonconvex functional constrained optimization
- Accelerated First-Order Methods for Convex Optimization with Locally Lipschitz Continuous Gradient
- Nonsmooth projection-free optimization with functional constraints
- An inexact proximal augmented Lagrangian framework with arbitrary linearly convergent inner solver for composite convex optimization
- An efficient adaptive accelerated inexact proximal point method for solving linearly constrained nonconvex composite problems
- Complexity of first-order inexact Lagrangian and penalty methods for conic convex programming
- Inertial accelerated augmented Lagrangian algorithms with scaling coefficients to solve exactly and inexactly linearly constrained convex optimization problems
- Level constrained first order methods for function constrained optimization
- Dual descent augmented Lagrangian method and alternating direction method of multipliers
- Iteration-complexity of a Rockafellar's proximal method of multipliers for convex programming based on second-order approximations
- Adaptive inexact fast augmented Lagrangian methods for constrained convex optimization
- Derivative-free alternating projection algorithms for general nonconvex-concave minimax problems
- A unified single-loop alternating gradient projection algorithm for nonconvex-concave and convex-nonconcave minimax problems
- A primal majorized semismooth Newton-CG augmented Lagrangian method for large-scale linearly constrained convex programming
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