Local convergence analysis of augmented lagrangian methods for piecewise linear-quadratic composite optimization problems
Báo cáo viên: Nguyễn Thị Vân Hằng

Thời gian: 9h Thứ Ba ngày 24/11/2020

Địa điểm: Phòng 612, Nhà A6 Viện Toán học, 18B Hoàng Quốc Việt

Tóm tắt: 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.

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