Inexact accelerated augmented Lagrangian methods

نویسندگان

  • Myeongmin Kang
  • Myungjoo Kang
  • Miyoun Jung
چکیده

The augmented Lagrangian method is a popular method for solving linearly constrained convex minimization problem and has been used many applications. In recently, the accelerated version of augmented Lagrangian method was developed. The augmented Lagrangian method has the subproblem and dose not have the closed form solution in general. In this talk, we propose the inexact version of accelerated augmented Lagrangian method for solving the linearly constrained convex minimization problem. We also develop the inexact accelerated alternating direction method of multiplier in similar way to inexact accelerated augmented Lagrangian method.

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عنوان ژورنال:
  • Comp. Opt. and Appl.

دوره 62  شماره 

صفحات  -

تاریخ انتشار 2015