AN ACCELERATED AUGMENTED LAGRANGIAN METHOD FOR MULTI-CRITERIA OPTIMIZATION PROBLEM

被引：3

作者：

Wang, Xueyong ^{[1
]}

Wang, Yiju ^{[1
]}

Wang, Gang ^{[1
]}

机构：

[1] Qufu Normal Univ, Sch Management Sci, Rizhao 276800, Shandong, Peoples R China

来源：

JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION | 2020年 / 16卷 / 01期

关键词：

Iteration-complexity; augmented Lagrangian method; mulit-criteria optimization problem; VECTOR OPTIMIZATION; ALGORITHM;

D O I：

10.3934/jimo.2018136

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

By virtue of the Nesterov's acceleration technique, we establish an accelerated augmented Lagrangian method for solving linearly constrained multi-criteria optimization problem. For this method, we establish its global convergence under suitable condition. Further, we show that its iteration-complexity is O(1/k(2)) which improves the original ALM whose iteration-complexity is O(1/k).

引用

页码：1 / 9

页数：9

共 50 条

[21] The Proximal Augmented Lagrangian Method for Nonsmooth Composite Optimization
Dhingra, Neil K.
Khong, Sei Zhen
Jovanovic, Mihailo R.
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2019, 64 (07) : 2861 - 2868
[22] A Differentiable Augmented Lagrangian Method for Bilevel Nonlinear Optimization
Landry, Benoit
Manchester, Zachary
Pavone, Marco
ROBOTICS: SCIENCE AND SYSTEMS XV, 2019,
[23] AN AUGMENTED LAGRANGIAN METHOD FOR OPTIMIZATION PROBLEMS IN BANACH SPACES
Kanzow, Christian
Steck, Daniel
Wachsmuth, Daniel
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2018, 56 (01) : 272 - 291
[24] Multi-criteria Optimization of Electromechanical Modules: Part 2-RAZOR method
Nikolova, Ina D.
Dahterova, Dimitrinka S.
Ivanov, Vanio D.
Lemu, Hirpa G.
Proceedings of the 6th International Workshop of Advanced Manufacturing and Automation, 2016, 24 : 157 - 162
[25] Accelerated augmented Lagrangian method for few-view CT reconstruction
Wu, Junfeng
Mou, Xuanqin
MEDICAL IMAGING 2012: PHYSICS OF MEDICAL IMAGING, 2012, 8313
[26] ACCELERATED DIRECT RECONSTRUCTION OF PET PARAMETRIC IMAGES USING AUGMENTED LAGRANGIAN OPTIMIZATION
Wang, Guobao
Qi, Jinyi
2015 IEEE 12th International Symposium on Biomedical Imaging (ISBI), 2015, : 1200 - 1203
[27] An Augmented Lagrangian Method for Equality Constrained Optimization with Rapid Infeasibility Detection Capabilities
Armand, Paul
Ngoc Nguyen Tran
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2019, 181 (01) : 197 - 215
[28] A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds
Zhou, Yuhao
Bao, Chenglong
Ding, Chao
Zhu, Jun
MATHEMATICAL PROGRAMMING, 2023, 201 (1-2) : 1 - 61
[29] A Proximal Augmented Lagrangian Method for Linearly Constrained Nonconvex Composite Optimization Problems
Melo, Jefferson G.
Monteiro, Renato D. C.
Wang, Hairong
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2024, 202 (01) : 388 - 420
[30] DUAL DESCENT AUGMENTED LAGRANGIAN METHOD AND ALTERNATING DIRECTION METHOD OF MULTIPLIERS
Sun, Kaizhao
Sun, Xu Andy
SIAM JOURNAL ON OPTIMIZATION, 2024, 34 (02) : 1679 - 1707

← 1 2 3 4 5 →