Weekly Activities

Local convergence analysis of augmented lagrangian methods for piecewise linear-quadratic composite optimization problems
Speaker: Nguyen Thi Van Hang

Time: 9h Tuesday, November 24, 2020

Location: Room 612, Building A6 Institute of Mathematics

Abstract: Second-order sufficient conditions for local optimality have been playing an important role in local convergence analysis of optimization algorithms. In this paper, we demonstrate that this condition alone suffices to justify the linear convergence of the primal-dual sequence, generated by the augmented Lagrangian method for piecewise linear-quadratic composite optimization problems. Furthermore, we establish the equivalence between the second-order sufficient condition for the composite problem and the quadratic growth condition for the augmented Lagrangian problem.