The Proximal Augmented Lagrangian Method for Nonsmooth Composite Optimization

Neil K. Dhingra; Sei Zhen Khong; Mihailo R. Jovanović

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The Proximal Augmented Lagrangian Method for Nonsmooth Composite Optimization

机译：非光滑复合优化的近邻拉格朗日方法

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We study a class of optimization problems in which the objective function is given by the sum of a differentiable but possibly nonconvex component and a nondifferentiable convex regularization term. We introduce an auxiliary variable to separate the objec

机译：我们研究了一类优化问题，其中目标函数由可微但可能为非凸的分量与不可微凸正则化项之和给出。我们引入一个辅助变量来分离对象

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来源
《IEEE Transactions on Automatic Control》 |2019年第7期|2861-2868|共8页
作者
Neil K. Dhingra; Sei Zhen Khong; Mihailo R. Jovanović;
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作者单位

Numerica Corporation Fort Collins CO USA;

Department of Electrical and Electronic Engineering University of Hong Kong Pokfulam Hong Kong;

Ming Hsieh Department of Electrical Engineering University of Southern California Los Angeles CA USA;

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原文格式 PDF
正文语种 eng
中图分类
关键词
Minimization; Convergence; Standards; Linear programming; Gradient methods; Asymptotic stability;

机译：最小化收敛;标准;线性规划;梯度法渐近稳定性;

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专利

1. Augmented Lagrangian methods for nonsmooth, convex optimization in Hilbert spaces [J] . Ito K., Kunisch K. Nonlinear Analysis: An International Multidisciplinary Journal . 2000,第5a6期

机译：希尔伯特空间中非光滑凸优化的增强拉格朗日方法
2. A Hybrid Epigraph Directions Method for Nonsmooth and Nonconvex Constrained Optimization via Generalized Augmented Lagrangian Duality and a Genetic Algorithm [J] . Freire Wilhelm P., Lemonge Afonso C. C., Fonseca Tales L., Mathematical Problems in Engineering . 2018,第PTa6期

机译：广义增广拉格朗日对偶和遗传算法的非光滑和非凸约束最优混合混合方向方法
3. A Hybrid Epigraph Directions Method for Nonsmooth and Nonconvex Constrained Optimization via Generalized Augmented Lagrangian Duality and a Genetic Algorithm [J] . Wilhelm P. Freire, Afonso C. C. Lemonge, Tales L. Fonseca, Mathematical Problems in Engineering: Theory, Methods and Applications . 2018,第3期

机译：广义增广拉格朗日对偶和遗传算法的非光滑和非凸约束最优混合混合方向方法
4. Distributed proximal augmented Lagrangian method for nonsmooth composite optimization [C] . Sepideh Hassan-Moghaddam, Mihailo R. Jovanović 2018 Annual American Control Conference . 2018

机译：分布式近邻增强拉格朗日方法进行非光滑复合优化
5. Design optimization using Augmented Lagrangian Particle Swarm Optimization. [D] . Thenehalli, Chethan Shivappa. 2011

机译：使用增强拉格朗日粒子群算法进行设计优化。
6. An accelerated proximal augmented Lagrangian method and its application in compressive sensing [O] . Min Sun, Jing Liu -1

机译：加速近端增强拉格朗日方法及其在压缩传感中的应用
7. The proximal augmented Lagrangian method for nonsmooth composite optimization [O] . Dhingra, Neil K., Khong, Sei Zhen, Jovanović, Mihailo R. 2017

机译：非光滑复合材料的近端增广拉格朗日方法优化
8. Proximal Subgradients, Marginal Values, and Augmented Lagrangians in Nonconvex Optimization [R] . Rockafellar, R. T. 1980

机译：非凸优化中的近似子梯度，边际值和增广拉格朗日量

The Proximal Augmented Lagrangian Method for Nonsmooth Composite Optimization

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