A note on Fejér-monotone sequences in product spaces and its applications to the dual convergence of augmented Lagrangian methods

DOI10.1007/S10107-014-0849-YzbMATH Open1332.90191OpenAlexW2117176849MaRDI QIDQ5962730FDOQ5962730

Authors: Maicon Marques Alves, B. F. Svaiter 

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/s10107-014-0849-y

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zbMATH Keywords

augmented Lagrangianssaddle-point problemerror criterionFejér-monotone sequences

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30)

Cites Work

• A practical relative error criterion for augmented Lagrangians

Cited In (4)

• On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming
• Inexact generalized ADMM with relative error criteria for linearly constrained convex optimization problems
• Approximate ADMM algorithms derived from Lagrangian splitting
• The Linear and Asymptotically Superlinear Convergence Rates of the Augmented Lagrangian Method with a Practical Relative Error Criterion

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