J Zeng, W Yin, DX Zhou - Journal of Scientific Computing, 2022 - Springer
The augmented Lagrangian method (ALM) is one of the most useful methods for constrained optimization. Its convergence has been well established under convexity assumptions or …
B He, X Yuan - Optimization online, 2010 - optimization-online.org
The classical augmented Lagrangian method (ALM) plays a fundamental role in algorithmic development of constrained optimization. In this paper, we mainly show that Nesterov's …
This paper considers a special class of convex programming (CP) problems whose feasible regions consist of a simple compact convex set intersected with an affine manifold. We …
First-order methods have been studied for nonlinear constrained optimization within the framework of the augmented Lagrangian method (ALM) or penalty method. We propose an …
Z Dostál, A Friedlander, SA Santos - SIAM Journal on Optimization, 2003 - SIAM
In this paper we discuss a specialization of the augmented Lagrangian-type algorithm of Conn, Gould, and Toint to the solution of strictly convex quadratic programming problems …
Y Xu - INFORMS Journal on Optimization, 2021 - pubsonline.informs.org
First-order methods (FOMs) have been popularly used for solving large-scale problems. However, many existing works only consider unconstrained problems or those with simple …
In this paper we present a complete iteration complexity analysis of inexact first-order Lagrangian and penalty methods for solving cone-constrained convex problems that have or …
Augmented Lagrangian methods are effective tools for solving large-scale nonlinear programming problems. At each outer iteration, a minimization subproblem with simple …
GN Grapiglia, Y Yuan - IMA Journal of Numerical Analysis, 2021 - academic.oup.com
In this paper we study the worst-case complexity of an inexact augmented Lagrangian method for nonconvex constrained problems. Assuming that the penalty parameters are …