Complexity Certification of a Distributed Augmented Lagrangian Method
نویسندگان
چکیده
منابع مشابه
An augmented Lagrangian method for distributed optimization
We propose a novel distributed method for convex optimization problems with a certain separability structure. The method is based on the augmented Lagrangian framework. We analyze its convergence and provide an application to two network models, as well as to a two-stage stochastic optimization problem. The proposed method compares favorably to two augmented Lagrangian decomposition methods kno...
متن کاملAugmented Lagrangian Filter Method∗
We introduce a filter mechanism to force convergence for augmented Lagrangian methods for nonlinear programming. In contrast to traditional augmented Lagrangian methods, our approach does not require the use of forcing sequences that drive the first-order error to zero. Instead, we employ a filter to drive the optimality measures to zero. Our algorithm is flexible in the sense that it allows fo...
متن کاملSolving Environmental/Economic Power Dispatch Problem by a Trust Region Based Augmented Lagrangian Method
This paper proposes a Trust-Region Based Augmented Method (TRALM) to solve a combined Environmental and Economic Power Dispatch (EEPD) problem. The EEPD problem is a multi-objective problem with competing and non-commensurable objectives. The TRALM produces a set of non-dominated Pareto optimal solutions for the problem. Fuzzy set theory is employed to extract a compromise non-dominated sol...
متن کاملOptimality properties of an Augmented Lagrangian method
Sometimes, the feasible set of an optimization problem that one aims to solve using a Nonlinear Programming algorithm is empty. In this case, two characteristics of the algorithm are desirable. On the one hand, the algorithm should converge to a minimizer of some infeasibility measure. On the other hand, one may wish to find a point with minimal infeasibility for which some optimality condition...
متن کاملInsight into Primal Augmented Lagrangian Multilplier Method
We provide a simplified form of Primal Augmented Lagrange Multiplier algorithm. We intend to fill the gap in the steps involved in the mathematical derivations of the algorithm so that an insight into the algorithm is made. The experiment is focused to show the reconstruction done using this algorithm. Keywords-compressive sensing; l1-minimization; sparsity; coherence I.INTRODUCTION Compressive...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2018
ISSN: 0018-9286,1558-2523
DOI: 10.1109/tac.2017.2747503