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On the Nonergodic Convergence Rate of an Inexact Augmented Lagrangian Framework for Composite Convex Programming

Liu, YF; Liu, X; Ma, SQ

Liu, YF (reprint author), Chinese Acad Sci, State Key Lab Sci & Engn Comp, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, Beijing, Peoples R China.

MATHEMATICS OF OPERATIONS RESEARCH, 2019; 44 (2): 632

Abstract

In this paper, we consider the linearly constrained composite convex optimization problem, whose objective is a sum of a smooth function and a possibl......

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