Related papers: Bregman Augmented Lagrangian and Its Acceleration

In this paper, we present an efficient algorithm for solving a linear optimization problem with entropic constraints, a class of problems that arises in game theory and information theory. Our analysis distinguishes between the cases of…

We present a new feasible proximal gradient method for constrained optimization where both the objective and constraint functions are given by the summation of a smooth, possibly nonconvex function and a convex simple function. The…

This paper proposes a novel first-order algorithm that solves composite nonsmooth and stochastic convex optimization problem with function constraints. Most of the works in the literature provide convergence rate guarantees on the…

In this paper we present a complete iteration complexity analysis of inexact first order Lagrangian and penalty methods for solving cone constrained convex problems that have or may not have optimal Lagrange multipliers that close the…

In this paper we develop a Bregman regularized proximal point algorithm for solving monotone equilibrium problems on Hadamard manifolds. It has been shown that the regularization term induced by a Bregman function is, in general, nonconvex…

The Augmented Lagrangian Method as an approach for regularizing inverse problems received much attention recently, e.g. under the name Bregman iteration in imaging. This work shows convergence (rates) for this method when Morozov's…

In this paper, we study a class of convex composite optimization problems. We begin by characterizing the equivalence between the primal/dual strong second-order sufficient condition and the dual/primal nondegeneracy condition. Building on…

In this paper, we propose a unified primal-dual algorithm framework based on the augmented Lagrangian function for composite convex problems with conic inequality constraints. The new framework is highly versatile. First, it not only covers…

We present a numerical method for the minimization of objectives that are augmented with large quadratic penalties of overdetermined inconsistent equality constraints. Such objectives arise from quadratic integral penalty methods for the…

In this paper, a projected primal-dual gradient flow of augmented Lagrangian is presented to solve convex optimization problems that are not necessarily strictly convex. The optimization variables are restricted by a convex set with…

We design inexact proximal augmented Lagrangian based decomposition methods for convex composite programming problems with dual block-angular structures. Our methods are particularly well suited for convex quadratic programming problems…

We present the Multilevel Bregman Proximal Gradient Descent (ML BPGD) method, a novel multilevel optimization framework tailored to constrained convex problems with relative Lipschitz smoothness. Our approach extends the classical…

This paper considers stochastic optimization problems with weakly convex objective and constraint functions. We propose Prox-PEP, a proximal method equipped with quadratic subproblems. To handle nonlinear equality constraints, we employ an…

The Information bottleneck (IB) method enables optimizing over the trade-off between compression of data and prediction accuracy of learned representations, and has successfully and robustly been applied to both supervised and unsupervised…

This paper considers the problem of minimizing a convex expectation function with a set of inequality convex expectation constraints. We present a computable stochastic approximation type algorithm, namely the stochastic linearized proximal…

In a recent work (arXiv-DOI: 1804.08072v1) we introduced the Modified Augmented Lagrangian Method (MALM) for the efficient minimization of objective functions with large quadratic penalty terms. From MALM there results an optimality…

This paper proposes and establishes the iteration-complexity of an inexact proximal accelerated augmented Lagrangian (IPAAL) method for solving linearly constrained smooth nonconvex composite optimization problems. Each IPAAL iteration…

Inexact proximal augmented Lagrangian methods (ipALMs) have been widely used for solving linearly constrained convex optimization problems, owing to their strong theoretical guarantees and excellent numerical performance. In practice,…

We propose a modified primal-dual method for general convex optimization problems with changing constraints. We obtain properties of Lagrangian saddle points for these problems which enable us to establish convergence of the proposed…

The augmented Lagrangian (AL) method that solves convex optimization problems with linear constraints has drawn more attention recently in imaging applications due to its decomposable structure for composite cost functions and empirical…