A double-accelerated proximal augmented Lagrangian method with applications in signal reconstruction
The Augmented Lagrangian Method (ALM), firstly proposed in 1969, remains a vital framework in large-scale constrained optimization. This paper addresses a linearly constrained composite convex minimization problem and presents a general proximal ALM that incorporates both Nesterov acceleration and relaxed acceleration, while enjoying indefinite proximal terms. Under mild assumptions (potentially without requiring prior knowledge of … Read more