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$$O(1/k^2)$$ convergence rates of (dual-primal) balanced augmented Lagrangian methods for linearly constrained convex programming
Numerical Algorithms ( IF 2.1 ) Pub Date : 2024-03-11 , DOI: 10.1007/s11075-024-01796-x
Tao Zhang , Yong Xia , Shiru Li

The recent balanced augmented Lagrangian method (ALM) and its dual-primal version are effective for solving linearly constrained convex programming problems. We present accelerated (dual-primal) balanced ALM methods and establish \(\varvec{O(1/k^2)}\) (where \(\varvec{k}\) is the number of iterations) convergence rates in the case that the objective function to be minimized is strongly convex. Numerical results demonstrate the efficiency of the new accelerated algorithms.



中文翻译:

$$O(1/k^2)$$线性约束凸规划的(双原始)平衡增强拉格朗日方法的收敛速度

最近的平衡增广拉格朗日方法(ALM)及其对偶原始版本对于解决线性约束凸规划问题非常有效。我们提出加速(双原始)平衡 ALM 方法并建立\(\varvec{O(1/k^2)}\)(其中\(\varvec{k}\)是迭代次数)要最小化的目标函数是强凸的情况。数值结果证明了新加速算法的效率。

更新日期:2024-03-11
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