A double-accelerated proximal augmented Lagrangian method with applications in signal reconstruction
The Augmented Lagrangian Method (ALM) proposed in 1969 is still full of vitality in the fields of large-scale optimization. In this paper, we consider a linearly constrained composite convex minimization problem and propose a general proximal ALM which not only enjoys a general Nesterov acceleration and the popular relaxed acceleration, but also can exploit an … Read more