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

[41] The augmented Lagrangian method based on the APG strategy for an inverse damped gyroscopic eigenvalue problem
Yue Lu
Liwei Zhang
Computational Optimization and Applications, 2015, 62 : 815 - 850
[42] An augmented Lagrangian fish swarm based method for global optimization
Rocha, Ana Maria A. C.
Martins, Tiago F. M. C.
Fernandes, Edite M. G. P.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2011, 235 (16) : 4611 - 4620
[43] An Augmented Lagrangian Primal-Dual Semismooth Newton Method for Multi-Block Composite Optimization
Deng, Zhanwang
Deng, Kangkang
Hu, Jiang
Wen, Zaiwen
JOURNAL OF SCIENTIFIC COMPUTING, 2025, 102 (03)
[44] Multi-Criteria Website Optimization Using Multi-Objective ACO
Dilip, Kumar
Kumar, T. V. Vijay
2015 4TH INTERNATIONAL CONFERENCE ON RELIABILITY, INFOCOM TECHNOLOGIES AND OPTIMIZATION (ICRITO) (TRENDS AND FUTURE DIRECTIONS), 2015,
[45] The augmented lagrangian method can approximately solve convex optimization with least constraint violation
Dai, Yu-Hong
Zhang, Liwei
MATHEMATICAL PROGRAMMING, 2023, 200 (02) : 633 - 667
[46] An intelligent multi-criteria optimization method for quick and market-oriented textile material design
Deng, Xiaoguang
Zeng, Xianyi
Vroman, Philippe
Koehl, Ludovic
JOURNAL OF GLOBAL OPTIMIZATION, 2011, 51 (02) : 227 - 244
[47] Moreau Envelope Augmented Lagrangian Method for Nonconvex Optimization with Linear Constraints
Jinshan Zeng
Wotao Yin
Ding-Xuan Zhou
Journal of Scientific Computing, 2022, 91
[48] An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems
Bai, Xiaodi
Sun, Jie
Zheng, Xiaojin
INFORMS JOURNAL ON COMPUTING, 2021, 33 (03) : 1056 - 1069
[49] An application of interactive multi-criteria optimization to air pollution control
Alvarez-Vazquez, L. J.
Garcia-Chan, N.
Martinez, A.
Vazquez-Mendez, M. E.
OPTIMIZATION, 2015, 64 (06) : 1367 - 1380
[50] An Augmented Lagrangian Filter Method for Real-Time Embedded Optimization
Chiang, Nai-Yuan
Huang, Rui
Zavala, Victor M.
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2017, 62 (12) : 6110 - 6121

← 1 2 3 4 5 →