Modified hybrid decomposition of the augmented Lagrangian method with larger step size for three-block separable convex programming

Modified hybrid decomposition of the augmented Lagrangian method with larger step size for three-block separable convex programming

Abstract The Jacobian decomposition and the Gauss–Seidel decomposition of augmented Lagrangian method (ALM) are two popular methods for separable convex programming. However, their convergence is not guaranteed for three-block separable convex programming. In this paper, we present a modified hybrid...

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Bibliographic Details
Main Authors: Min Sun, Yiju Wang
Format: Article
Language:English
Published: SpringerOpen 2018-10-01
Series:Journal of Inequalities and Applications
Subjects:
The augmented Lagrangian method
Three-block separable convex programming
Step size
Global convergence
Online Access:http://link.springer.com/article/10.1186/s13660-018-1863-z

Internet

http://link.springer.com/article/10.1186/s13660-018-1863-z

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