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\(O(1/k^2)\) convergence rates of (dual-primal) balanced augmented Lagrangian methods for linearly constrained convex programming

  • Tao Zhang,
  • Yong Xia,
  • Shiru Li

摘要

The recent balanced augmented Lagrangian method (ALM) and its dual-primal version are effective for solving linearly constrained convex programming problems. We present accelerated (dual-primal) balanced ALM methods and establish \(\varvec{O(1/k^2)}\) O ( 1 / k 2 ) (where \(\varvec{k}\) k is the number of iterations) convergence rates in the case that the objective function to be minimized is strongly convex. Numerical results demonstrate the efficiency of the new accelerated algorithms.