Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming

Y Xu - Mathematical Programming, 2021 - Springer
Augmented Lagrangian method (ALM) has been popularly used for solving constrained
optimization problems. Practically, subproblems for updating primal variables in the …

Moreau envelope augmented Lagrangian method for nonconvex optimization with linear constraints

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 …

[PDF][PDF] On the acceleration of augmented Lagrangian method for linearly constrained optimization

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 …

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

G Lan, RDC Monteiro - Mathematical Programming, 2016 - Springer
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 …

Rate-improved inexact augmented Lagrangian method for constrained nonconvex optimization

Z Li, PY Chen, S Liu, S Lu, Y Xu - … Conference on Artificial …, 2021 - proceedings.mlr.press
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 …

Augmented Lagrangians with adaptive precision control for quadratic programming with simple bounds and equality constraints

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 …

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

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 …

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
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 …

The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems

EG Birgin, D Fernández, JM Martínez - Optimization Methods and …, 2012 - Taylor & Francis
Augmented Lagrangian methods are effective tools for solving large-scale nonlinear
programming problems. At each outer iteration, a minimization subproblem with simple …

On the complexity of an augmented Lagrangian method for nonconvex optimization

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 …