Fast augmented Lagrangian method in the convex regime with convergence guarantees for the iterates

DOI10.1007/s10107-022-01879-4zbMath1519.37068arXiv2111.09370WikidataQ114228405 ScholiaQ114228405MaRDI QIDQ6044978

Radu Ioan Boţ, Dang-Khoa Nguyen, Ernö Robert Csetnek

Publication date: 25 May 2023

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

Full work available at URL: https://arxiv.org/abs/2111.09370

zbMATH Keywords

convergence ratesaugmented Lagrangian methoditerates convergenceNesterov's fast gradient methodprimal-dual numerical algorithm

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Convex programming (90C25) Numerical methods involving duality (49M29) Optimality conditions for problems involving ordinary differential equations (49K15) Approximation methods and numerical treatment of dynamical systems (37M99) Action-minimizing orbits and measures for finite-dimensional Hamiltonian and Lagrangian systems; variational principles; degree-theoretic methods (37J51)

Related Items

Inertial primal-dual dynamics with damping and scaling for linearly constrained convex optimization problems ⋮ Time rescaling of a primal-dual dynamical system with asymptotically vanishing damping ⋮ A second order primal-dual dynamical system for a convex-concave bilinear saddle point problem

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