An inexact proximal augmented Lagrangian framework with arbitrary linearly convergent inner solver for composite convex optimization
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Publication:2062324
DOI10.1007/s12532-021-00205-xzbMath1476.90193arXiv1909.09582OpenAlexW3186030596MaRDI QIDQ2062324
Publication date: 27 December 2021
Published in: Mathematical Programming Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.09582
large scale optimizationexplicit inner termination ruleinexact augmented Lagrangian methodrandomized first-order methodrelative smoothness condition
Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Numerical methods based on nonlinear programming (49M37)
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