AN ACCELERATED AUGMENTED LAGRANGIAN METHOD FOR MULTI-CRITERIA OPTIMIZATION PROBLEM

被引：3

作者：

Wang, Xueyong ^{[1
]}

Wang, Yiju ^{[1
]}

Wang, Gang ^{[1
]}

机构：

[1] Qufu Normal Univ, Sch Management Sci, Rizhao 276800, Shandong, Peoples R China

来源：

JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION | 2020年 / 16卷 / 01期

关键词：

Iteration-complexity; augmented Lagrangian method; mulit-criteria optimization problem; VECTOR OPTIMIZATION; ALGORITHM;

D O I：

10.3934/jimo.2018136

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

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).

引用

页码：1 / 9

页数：9

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