相关论文: Modified Augmented Lagrangian Method for the minim…

We present a numerical method for the local solution of nonlinear programming problems. The SUMT approach of Fiacco and McCormick results in a merit function with quadratic penalties and logarithmic barriers. Our NLP solver works by…

This paper is concerned with a novel deep learning method for variational problems with essential boundary conditions. To this end, we first reformulate the original problem into a minimax problem corresponding to a feasible augmented…

We expand the scope of the alternating direction method of multipliers (ADMM). Specifically, we show that ADMM, when employed to solve problems with multiaffine constraints that satisfy certain verifiable assumptions, converges to the set…

We propose two variants of Newton method for solving unconstrained minimization problem. Our method leverages optimization techniques such as penalty and augmented Lagrangian method to generate novel variants of the Newton method namely the…

Safety is a primary challenge in real-world reinforcement learning (RL). Formulating safety requirements as state-wise constraints has become a prominent paradigm. Handling state-wise constraints with the Lagrangian method requires a…

We propose to improve the convergence properties of the single-reference coupled cluster (CC) method through an augmented Lagrangian formalism. The conventional CC method changes a linear high-dimensional eigenvalue problem with exponential…

In this paper we consider a class of structured nonsmooth difference-of-convex (DC) constrained DC program in which the first convex component of the objective and constraints is the sum of a smooth and nonsmooth functions while their…

We propose a variant of the classical augmented Lagrangian method for constrained optimization problems in Banach spaces. Our theoretical framework does not require any convexity or second-order assumptions and allows the treatment of…

Convex quadratic programs (QPs) constitute a fundamental computational primitive across diverse domains including financial optimization, control systems, and machine learning. The alternating direction method of multipliers (ADMM) has…

We propose NAMA (Newton-type Alternating Minimization Algorithm) for solving structured nonsmooth convex optimization problems where the sum of two functions is to be minimized, one being strongly convex and the other composed with a linear…

Augmented Lagrangian method (also called as method of multipliers) is an important and powerful optimization method for lots of smooth or nonsmooth variational problems in modern signal processing, imaging, optimal control and so on.…

We consider a nonsmooth optimization problem on Riemannian manifold, whose objective function is the sum of a differentiable component and a nonsmooth convex function. We propose a manifold inexact augmented Lagrangian method (MIALM) for…

In this paper we study decomposition methods based on separable approximations for minimizing the augmented Lagrangian. In particular, we study and compare the Diagonal Quadratic Approximation Method (DQAM) of Mulvey and Ruszczy\'{n}ski and…

We study the Bregman Augmented Lagrangian method (BALM) for solving convex problems with linear constraints. For classical Augmented Lagrangian method, the convergence rate and its relation with the proximal point method is well-understood.…

In this paper we present complexity certification results for a distributed Augmented Lagrangian (AL) algorithm used to solve convex optimization problems involving globally coupled linear constraints. Our method relies on the Accelerated…

This paper addresses a class of general nonsmooth and nonconvex composite optimization problems subject to nonlinear equality constraints. We assume that a part of the objective function and the functional constraints exhibit local…

Embedding randomization procedures in the Alternating Direction Method of Multipliers (ADMM) has recently attracted an increasing amount of interest as a remedy to the fact that the direct multi-block generalization of ADMM is not…

This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…

Augmented Lagrangian (AL) methods are a well known class of algorithms for solving constrained optimization problems. They have been extended to the solution of saddle-point systems of linear equations. We study an AL (SPAL) algorithm for…

The alternating direction method of multipliers (ADMM) is a popular method for solving convex separable minimization problems with linear equality constraints. The generalization of the two-block ADMM to the three-block ADMM is not trivial…