在这份报纸,我们建议并且分析一个加速的扩充 Lagrangian 方法(由 AALM 表示了) 为解决线性地抑制的凸的编程。我们证明 AALM 的集中率是 O (1/k 2) 当古典扩充 Lagrangian 方法(ALM ) 的集中率是 O (1/k ) 时。线性地抑制的 l 1 l 2 最小化问题被论述表明 AALM 的有效性。
In this paper, we propose and analyze an accelerated augmented Lagrangian method(denoted by AALM) for solving the linearly constrained convex programming. We show that the convergence rate of AALM is O(1/k^2) while the convergence rate of the classical augmented Lagrangian method(ALM) is O1 k. Numerical experiments on the linearly constrained 1-2minimization problem are presented to demonstrate the effectiveness of AALM.