Moreau Envelope Augmented Lagrangian Method for Nonconvex Optimization with Linear Constraints
The augmented Lagrangian method (ALM) is one of the most useful methods for constrained optimization. Its convergence has been well established under convexity assumptions or smoothness assumptions, or under both assumptions. ALM may experience oscillations and divergence when the underlying problem...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer
2022
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |