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math.OC2021★ 1 cited
Moreau Envelope Augmented Lagrangian Method for Nonconvex Optimization with Linear Constraints
Jinshan Zeng, Wotao Yin, Ding-Xuan Zhou
The augmented Lagrangian method (ALM) is one of the most useful methods for constrained optimization. Its convergence has been well established under convexity assumptions or smoot…
math.OC2015★ 1 cited
Modified Fejér sequences and applications
Junhong Lin, Lorenzo Rosasco, Silvia Villa +1
In this note, we propose and study the notion of modified Fejér sequences. Within a Hilbert space setting, we show that it provides a unifying framework to prove convergence rates…