Adaptive inexact fast augmented Lagrangian methods for constrained convex optimization

12 May 2015 Patrascu Andrei Necoara Ion Tran-Dinh Quoc

In this paper we analyze several inexact fast augmented Lagrangian methods for solving linearly constrained convex optimization problems. Mainly, our methods rely on the combination of excessive-gap-like smoothing technique developed in [15] and the newly introduced inexact oracle framework from [4]... (read more)

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  • OPTIMIZATION AND CONTROL