期刊文献+

Augmented Lagrangian Methods for Convex Matrix Optimization Problems

原文传递
导出
摘要 In this paper,we provide some gentle introductions to the recent advance in augmented Lagrangian methods for solving large-scale convex matrix optimization problems(cMOP).Specifically,we reviewed two types of sufficient conditions for ensuring the quadratic growth conditions of a class of constrained convex matrix optimization problems regularized by nonsmooth spectral functions.Under a mild quadratic growth condition on the dual of cMOP,we further discussed the R-superlinear convergence of the Karush-Kuhn-Tucker(KKT)residuals of the sequence generated by the augmented Lagrangian methods(ALM)for solving convex matrix optimization problems.Implementation details of the ALM for solving core convex matrix optimization problems are also provided.
出处 《Journal of the Operations Research Society of China》 EI CSCD 2022年第2期305-342,共38页 中国运筹学会会刊(英文)
基金 Chao Ding’s research was supported by the National Natural Science Foundation of China(Nos.11671387,11531014,and 11688101) Beijing Natural Science Foundation(No.Z190002) Xu-Dong Li’s research was supported by the National Key R&D Program of China(No.2020YFA0711900) the National Natural Science Foundation of China(No.11901107) the Young Elite Scientists Sponsorship Program by CAST(No.2019QNRC001) the Shanghai Sailing Program(No.19YF1402600) the Science and Technology Commission of Shanghai Municipality Project(No.19511120700) Xin-Yuan Zhao’s research was supported by the National Natural Science Foundation of China(No.11871002) the General Program of Science and Technology of Beijing Municipal Education Commission(No.KM201810005004).
  • 相关文献

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部