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摘要:
In this paper, we provide some gentle introductions to the recent advance in augmented Lagrangian methods for solving large-scale convex matrix optimization problems (cMOP). Specifically, we reviewed two types of sufficient conditions for ensuring the quadratic growth conditions of a class of constrained convex matrix optimization problems regularized by nonsmooth spectral functions. Under a mild quadratic growth condition on the dual of cMOP, we further discussed the R-superlinear convergence of the Karush–Kuhn–Tucker (KKT) residuals of the sequence generated by the augmented Lagrangian methods (ALM) for solving convex matrix optimization problems. Implementation details of the ALM for solving core convex matrix optimization problems are also provided. © 2021, Operations Research Society of China, Periodicals Agency of Shanghai University, Science Press, and Springer-Verlag GmbH Germany, part of Springer Nature.
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Journal of the Operations Research Society of China
ISSN: 2194-668X
年份: 2022
期: 2
卷: 10
页码: 305-342
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