Smoothing Measure with Lipschitz Constant in a Quadratic Augmented Lagrangian Algorithm
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augmented lagrange method
The Rate of Convergence of Augmented Lagrange Method for a Composite Optimization Problem
In this paper we analyze the rate of local convergence of the augmented Lagrange method for solving optimization problems with equality constraints and the objective function expressed as the sum of a convex function and a twice continuously differentiable function. The presence of the non-smoothness of the convex function in the objective requires extensive tools … Read more