Complexity of first-order inexact Lagrangian and penalty methods for conic convex programming

In this paper we present a complete iteration complexity analysis of inexact first-order Lagrangian and penalty methods for solving cone-constrained convex problems that have or may not have optimal Lagrange multipliers that close the duality gap. We first assume the existence of optimal Lagrange mu...

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Bibliographic Details

Published in:	Optimization methods & software Vol. 34; no. 2; pp. 305 - 335
Main Authors:	Necoara, I., Patrascu, A., Glineur, F.
Format:	Journal Article
Language:	English
Published:	Abingdon Taylor & Francis 04.03.2019 Taylor & Francis Ltd
Subjects:	(augmented) dual first-order methods approximate primal solution Complexity Computational geometry conic convex problems Convexity Iterative methods Lagrange multiplier Mathematical programming Methods overall computational complexity penalty fast gradient methods penalty functions smooth (augmented) dual functions Smoothing
ISSN:	1055-6788, 1029-4937
Online Access:	Get full text
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