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

G Lan, RDC Monteiro - Mathematical Programming, 2016 - Springer
… compact convex set intersected with an affine manifold. We present first-order methods for
this … on an inexact version of the classical augmented Lagrangian (AL) approach, where the …

Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming

Y Xu - Mathematical Programming, 2021 - Springer
… In this paper, we work on general convex programs with both … the inexact ALM and estimate
its iteration complexity in terms of the … first-order method for composite convex programs. The …

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

Z Lu, Z Zhou - arXiv preprint arXiv:1803.09941, 2018 - arxiv.org
… (1) reduces to an ordinary convex programming problem … a first-order I-AL method and
present its iteration complexity. … first-order I-AL method and present its iteration complexity. In …

Complexity of first-order inexact Lagrangian and penalty methods for conic convex programming

I Necoara, A Patrascu, F Glineur - Optimization Methods and …, 2019 - Taylor & Francis
iteration complexity analysis of inexact first-order Lagrangian and penalty methods for solving
cone-constrained convex … For inexact (fast) gradient augmented Lagrangian methods, we …

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

Z Lu, Z Zhou - SIAM journal on optimization, 2023 - SIAM
… a first-order I-AL method and present its iteration complexity. … first-order I-AL method and
present its iteration complexity. In … first-order methods for solving a class of convex optimization

First-order methods for constrained convex programming based on linearized augmented Lagrangian function

Y Xu - INFORMS Journal on Optimization, 2021 - pubsonline.informs.org
… Also, we analyze the iteration complexity of the proposed method. We show that to reach
an ε solution (see Definition 1), O(ε−1) gradient evaluations are sufficient. In addition, we …

First-order methods for constrained convex programming based on linearized augmented Lagrangian function

Y Xu - arXiv preprint arXiv:1711.08020, 2017 - arxiv.org
… • Also, we analyze the iteration complexity of the proposed method. We show that to reach …
Hessian of the augmented Lagrangian function near the nondegenerate primal-dual solution. …

Augmented Lagrangian–based first-order methods for convex-constrained programs with weakly convex objective

Z Li, Y Xu - INFORMS Journal on Optimization, 2021 - pubsonline.informs.org
convex programs with finite constraints can be written into (1.1). Examples include linearly
constrained (convex or nonconvex) quadratic programming (… the iteration complexity result of …

A first-order augmented Lagrangian method for constrained minimax optimization

Z Lu, S Mei - Mathematical Programming, 2024 - Springer
… An iteration complexity of the method for finding an approximate stationary point of the
aforementioned special minimax problem was established in [10, 15, 61], respectively. Yet, their …

Iteration complexity of a proximal augmented Lagrangian method for solving nonconvex composite optimization problems with nonlinear convex constraints

W Kong, JG Melo… - Mathematics of Operations …, 2023 - pubsonline.informs.org
augmented Lagrangian (NL-IAPIAL) method for solving constrained nonconvex composite
optimization … are smooth and convex with respect to the order given by a closed convex cone. …