»ã±¨±êÌâ (Title)£ºAn Exact Augmented Lagrangian Method and Its Extensions£¨Ò»¸ö¾«È·µÄÔö¹ãÀ­¸ñÀÊÈÕ²½Öè¼°Íƹ㣩

»ã±¨ÈË (Speaker)£º °×½¨³¬ ¸±½ÌÊÚ£¨Î÷±±¹¤Òµ´óѧ£©

»ã±¨¹¦·ò (Time)£º2023Äê10ÔÂ13ÈÕ(ÖÜÎå) 10:00

»ã±¨µØÖ· (Place)£ºÐ£±¾²¿F619

Ô¼ÇëÈË(Inviter)£º°×ÑÓÇÙ ½ÌÊÚ

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»ã±¨ÌáÒª£ºIn this talk, an exact augmented Lagrangian method (ALM) and an inexact ALM will be presented for solving a family of linearly constrained convex optimization problems. By a variational analysis, the generated iterates are characterized as a variational inequality. Then, we establish the global convergence and sublinear convergence rate of these algorithms. Performance of the algorithms are tested on solving the support vector machine problem and two image processing problems.