AN ACCELERATED AUGMENTED LAGRANGIAN METHOD FOR MULTI-CRITERIA OPTIMIZATION PROBLEM

作者：Wang, Xueyong^*; Wang, Yiju; Wang, Gang

来源：Journal of Industrial and Management Optimization, 2020, 16(1): 1-9.

DOI：10.3934/jimo.2018136

• Iteration-complexity
• augmented Lagrangian method
• mulit-criteria optimization problem

By virtue of the Nesterov's acceleration technique, we establish an accelerated augmented Lagrangian method for solving linearly constrained multi-criteria optimization problem. For this method, we establish its global convergence under suitable condition. Further, we show that its iteration-complexity is O(1/k(2)) which improves the original ALM whose iteration-complexity is O(1/k).

• 出版日期2020-1
• 单位曲阜师范大学