YU Aolin,KONG Yuqian,SHEN Yuan.A generalized extended augmented Lagrange method[J].Journal of Yanbian University,2022,(04):321-326,364.
一种广义扩展型増广拉格朗日方法
- Title:
- A generalized extended augmented Lagrange method
- 文章编号:
- 1004-4353(2022)04-0321-07
- 关键词:
- 凸优化; 惩罚性的増广拉格朗日方法; 増广拉格朗日方法; 邻近点算法
- Keywords:
- convex optimization; punitive augmented Lagrange method; augmented Lagrange method; proximal point algorithm
- 分类号:
- O24
- 文献标志码:
- A
- 摘要:
- 为了求解线性等式约束和不等式约束的凸优化问题,在平衡増广拉格朗日方法B - ALM的基础上提出了一个新的惩罚性的増广拉格朗日方法(P - ALM).数值实验表明,该方法可用于求解线性等式和不等式约束的凸优化问题,且参数条件更为放松.
- Abstract:
- To solve convex optimization problems with linear equality and inequality constraints, this paper proposes a new punitive augmented Lagrange method(P - ALM)based on the balanced augmented Lagrange B - ALM.Numerical experiments show that this method can be used to solve convex optimization problems with linear equality and inequality constraints, and the parameter conditions are more relaxed.
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备注/Memo
收稿日期: 2022-07-22
第一作者: 于奥林(1993—),女,助教,研究方向为最优化算法.
通信作者: 申远(1982—),男,副教授,研究方向为最优化算法.