non-ergodic convergence rate

On the non-ergodic convergence rate of an inexact augmented Lagrangian framework for composite convex programming

  • Xin Liu
  • Ya-Feng Liu
  • Shiqian Ma
    • Categories Constrained Nonlinear Optimization, Nonsmooth Optimization Tags ,

    In this paper, we consider the linearly constrained composite convex optimization problem, whose objective is a sum of a smooth function and a possibly nonsmooth function. We propose an inexact augmented Lagrangian (IAL) framework for solving the problem. The stopping criterion used in solving the augmented Lagrangian (AL) subproblem in the proposed IAL framework is … Read more