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-YMaRDI QIDQ5962730zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

augmented Lagrangianssaddle-point problemerror criterionFejér-monotone sequences

Mathematics Subject Classification ID

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

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Cites work

• A practical relative error criterion for augmented Lagrangians

Cited in

(4)

• The linear and asymptotically superlinear convergence rates of the augmented Lagrangian method with a practical relative error criterion
• On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming
• Approximate ADMM algorithms derived from Lagrangian splitting
• Inexact generalized ADMM with relative error criteria for linearly constrained convex optimization problems

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