Optimal proximal augmented Lagrangian method and its application to full Jacobian splitting for multi-block separable convex minimization problems
IMA Journal of Numerical Analysis(2020)
摘要
The augmented Lagrangian method (ALM) is fundamental in solving convex programming problems with linear constraints. The proximal version of ALM, which regularizes ALM's subproblem over the primal variable at each iteration by an additional positive-definite quadratic proximal term, has been well studied in the literature. In this paper we show that it is not necessary to employ a positive-definit...
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关键词
convex programming,augmented Lagrangian method,proximal point algorithm,multi-block separable model,Jacobian splitting,parallel computation
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