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Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars

Speaker:

Prof. Zhaosong Lu, Simon Fraser University

Inviter: 刘歆
Title:
Iteration-Complexity of First-Order Augmented Lagrangian Methods for Convex Conic Programming
Time & Venue:
2018.8.24 9:30-10:30 Z311
Abstract:
In this talk, we propose some first-order augmented Lagrangian (AL) methods for solving a class of convex conic programming with adaptive update on penalty parameters and inexactness associated with the AL subproblems. We establish their first-order oracle complexity for finding an approximate KKT point. To our best knowledge, our complexity is lowest in the literature for finding such an approximate solution by a first-order method.
 

 

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